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    More On DJCI


    UBS ETRACS Bloomberg Cmdty Tot Ret ETN (DJCI)

    -NYSEArca
    18.21 Down 0.31(1.67%) Mar 27, 4:00PM EDT

    Risk as of Feb 27, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticDJCICategory
    Alpha (against Standard Index)-3.67N/A
    Beta (against Standard Index)0.81N/A
    Mean Annual Return-0.99N/A
    R-squared (against Standard Index)88.45N/A
    Standard Deviation12.85N/A
    Sharpe Ratio-0.92N/A
    5 Years
    StatisticDJCICategory
    Alpha (against Standard Index)-4.34N/A
    Beta (against Standard Index)0.89N/A
    Mean Annual Return-0.38N/A
    R-squared (against Standard Index)90.61N/A
    Standard Deviation15.67N/A
    Sharpe Ratio-0.29N/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