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Lyxor Comd Thm R/C CRB exEngTR ETF C-$ (CRNO.L)

-LSE
18.94 0.00(0.00%) 4:30AM EST

Risk as of Dec 30, 2015Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCRNO.LCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual Return-0.83-1.65
R-squared (against Standard Index)N/AN/A
Standard Deviation10.0114.87
Sharpe Ratio-1.00-1.30
5 Years
StatisticCRNO.LCategory
Alpha (against Standard Index)N/AN/A
Beta (against Standard Index)N/AN/A
Mean Annual Return-0.72N/A
R-squared (against Standard Index)N/AN/A
Standard Deviation12.78N/A
Sharpe Ratio-0.68N/A