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iPath DJ-UBS Cmdty TR ETN (DJP)

-NYSEArca
36.88 Up 0.08(0.22%) Aug 29, 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDJPCategory
Alpha (against Standard Index)-5.83N/A
Beta (against Standard Index)0.99N/A
Mean Annual Return-0.66N/A
R-squared (against Standard Index)92.53N/A
Standard Deviation15.58N/A
Sharpe Ratio-0.51N/A
5 Years
StatisticDJPCategory
Alpha (against Standard Index)-5.49N/A
Beta (against Standard Index)0.98N/A
Mean Annual Return0.06N/A
R-squared (against Standard Index)93.78N/A
Standard Deviation15.79N/A
Sharpe Ratio0.04N/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