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    More On DJCI


    UBS ETRACS Bloomberg Cmdty Tot Ret ETN (DJCI)

    -NYSEArca
    18.95 Up 0.16(0.85%) Feb 27, 4:00PM EST

    Risk as of Jan 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticDJCICategory
    Alpha (against Standard Index)-2.88N/A
    Beta (against Standard Index)0.83N/A
    Mean Annual Return-0.98N/A
    R-squared (against Standard Index)89.28N/A
    Standard Deviation12.86N/A
    Sharpe Ratio-0.92N/A
    5 Years
    StatisticDJCICategory
    Alpha (against Standard Index)-3.64N/A
    Beta (against Standard Index)0.91N/A
    Mean Annual Return-0.36N/A
    R-squared (against Standard Index)91.05N/A
    Standard Deviation15.72N/A
    Sharpe Ratio-0.28N/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