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iPath DJ-UBS Commodity Index TR ETN (DJP)

-NYSEArca
40.47 0.21(0.52%) Apr 17, 4:00PM EDT
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Risk as of Mar 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDJPCategory
Alpha (against Standard Index)-5.66N/A
Beta (against Standard Index)0.99N/A
Mean Annual Return-0.62N/A
R-squared (against Standard Index)92.93N/A
Standard Deviation15.95N/A
Sharpe Ratio-0.47N/A
5 Years
StatisticDJPCategory
Alpha (against Standard Index)-5.21N/A
Beta (against Standard Index)0.97N/A
Mean Annual Return0.40N/A
R-squared (against Standard Index)93.88N/A
Standard Deviation16.66N/A
Sharpe Ratio0.29N/A