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Lyxor ETF Commd Thm R/J CRB exEnrg C-$ (CRNL.L)

-LSE
23.51 0.00(0.00%) Sep 16

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCRNL.LCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual Return-0.73-0.69
R-squared (against Standard Index)N/AN/A
Standard Deviation14.0717.14
Sharpe Ratio-0.63-0.50
5 Years
StatisticCRNL.LCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual Return0.34N/A
R-squared (against Standard Index)N/AN/A
Standard Deviation14.93N/A
Sharpe Ratio0.26N/A