Dow Up0.59% Nasdaq Up0.75%

iPath DJ-UBS Cmdty TR ETN (DJP)

-NYSEArca
35.52 Up 0.28(0.79%) 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDJPCategory
Alpha (against Standard Index)-5.17N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return-0.72N/A
R-squared (against Standard Index)92.57N/A
Standard Deviation15.55N/A
Sharpe Ratio-0.56N/A
5 Years
StatisticDJPCategory
Alpha (against Standard Index)-5.40N/A
Beta (against Standard Index)0.98N/A
Mean Annual Return0.05N/A
R-squared (against Standard Index)93.74N/A
Standard Deviation15.80N/A
Sharpe Ratio0.03N/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