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iPath Pure Beta Cocoa ETN (CHOC)

-PCX
46.29 Up 0.39(0.85%) Jul 30, 4:00PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCHOCCategory
Alpha (against Standard Index)-1.63N/A
Beta (against Standard Index)0.81N/A
Mean Annual Return-0.07N/A
R-squared (against Standard Index)28.51N/A
Standard Deviation22.51N/A
Sharpe Ratio-0.04N/A
5 Years
StatisticCHOCCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationNaNN/A
Sharpe RatioNaNN/A
10 Years
StatisticCHOCCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A