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iPath DJ-UBS Cmdty TR ETN (DJP)

-NYSEArca
33.98 Oct 21, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDJPCategory
Alpha (against Standard Index)-4.82N/A
Beta (against Standard Index)0.96N/A
Mean Annual Return-0.48N/A
R-squared (against Standard Index)90.46N/A
Standard Deviation13.43N/A
Sharpe Ratio-0.44N/A
5 Years
StatisticDJPCategory
Alpha (against Standard Index)-5.70N/A
Beta (against Standard Index)0.98N/A
Mean Annual Return-0.09N/A
R-squared (against Standard Index)94.08N/A
Standard Deviation16.08N/A
Sharpe Ratio-0.07N/A
10 Years
StatisticDJPCategory
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