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    More On DJCI


    UBS ETRACS Bloomberg Cmdty Tot Ret ETN (DJCI)

    -NYSEArca
    18.63 Up 0.09(0.49%) 12:14PM EST

    Risk as of Dec 30, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticDJCICategory
    Alpha (against Standard Index)-2.80N/A
    Beta (against Standard Index)0.84N/A
    Mean Annual Return-0.82N/A
    R-squared (against Standard Index)89.40N/A
    Standard Deviation12.92N/A
    Sharpe Ratio-0.76N/A
    5 Years
    StatisticDJCICategory
    Alpha (against Standard Index)-4.08N/A
    Beta (against Standard Index)0.92N/A
    Mean Annual Return-0.42N/A
    R-squared (against Standard Index)91.41N/A
    Standard Deviation15.96N/A
    Sharpe Ratio-0.32N/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