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iPath DJ-UBS Cmdty TR ETN (DJP)

-NYSEArca
32.62 Down 1.32(3.89%) Nov 28, 1:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDJPCategory
Alpha (against Standard Index)-4.66N/A
Beta (against Standard Index)0.94N/A
Mean Annual Return-0.70N/A
R-squared (against Standard Index)88.86N/A
Standard Deviation12.70N/A
Sharpe Ratio-0.66N/A
5 Years
StatisticDJPCategory
Alpha (against Standard Index)-5.12N/A
Beta (against Standard Index)0.98N/A
Mean Annual Return-0.16N/A
R-squared (against Standard Index)93.71N/A
Standard Deviation16.00N/A
Sharpe Ratio-0.12N/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