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UBS ETRACS Bloomberg Cmdty Tot Ret ETN (DJCI)

-NYSEArca
21.57 Down 0.15(0.71%) 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDJCICategory
Alpha (against Standard Index)-4.38N/A
Beta (against Standard Index)0.93N/A
Mean Annual Return-0.44N/A
R-squared (against Standard Index)90.44N/A
Standard Deviation12.92N/A
Sharpe Ratio-0.42N/A
5 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 DeviationNaNN/A
Sharpe RatioNaNN/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