Dow Up0.51% Nasdaq Up0.24%

UBS ETRACS Bloomberg Cmdty Tot Ret ETN (DJCI)

-NYSEArca
21.84 0.02(0.09%) Nov 21, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDJCICategory
Alpha (against Standard Index)-4.23N/A
Beta (against Standard Index)0.90N/A
Mean Annual Return-0.65N/A
R-squared (against Standard Index)88.85N/A
Standard Deviation12.21N/A
Sharpe Ratio-0.64N/A
5 Years
StatisticDJCICategory
Alpha (against Standard Index)-4.66N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return-0.13N/A
R-squared (against Standard Index)91.46N/A
Standard Deviation15.61N/A
Sharpe Ratio-0.10N/A
10 Years
StatisticDJCICategory
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