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iPath DJ-UBS Commodity Index TR ETN (DJP)

-PCX
37.79 Down 0.01(0.03%) 4:00PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDJPCategory
Alpha (against Standard Index)-6.11N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return-0.43N/A
R-squared (against Standard Index)92.58N/A
Standard Deviation15.46N/A
Sharpe Ratio-0.34N/A
5 Years
StatisticDJPCategory
Alpha (against Standard Index)-5.22N/A
Beta (against Standard Index)0.99N/A
Mean Annual Return0.20N/A
R-squared (against Standard Index)93.24N/A
Standard Deviation15.66N/A
Sharpe Ratio0.15N/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