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ELEMENTS SPECTRUM Lg Cp US Sect Mom ETN (EEH)

-NYSEArca
13.06 0.43(3.19%) Aug 21, 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEEHCategory
Alpha (against Standard Index)-1.42N/A
Beta (against Standard Index)0.93N/A
Mean Annual Return1.15N/A
R-squared (against Standard Index)83.90N/A
Standard Deviation12.39N/A
Sharpe Ratio1.11N/A
5 Years
StatisticEEHCategory
Alpha (against Standard Index)-2.26N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return1.19N/A
R-squared (against Standard Index)84.89N/A
Standard Deviation14.34N/A
Sharpe Ratio0.99N/A
10 Years
StatisticEEHCategory
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