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ELEMENTS SPECTRUM Lg Cp US Sect Mom ETN (EEH)

-NYSEArca
29.00 3.90(15.54%) Oct 22, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEEHCategory
Alpha (against Standard Index)0.22N/A
Beta (against Standard Index)0.89N/A
Mean Annual Return1.60N/A
R-squared (against Standard Index)79.25N/A
Standard Deviation10.54N/A
Sharpe Ratio1.82N/A
5 Years
StatisticEEHCategory
Alpha (against Standard Index)-1.98N/A
Beta (against Standard Index)1.01N/A
Mean Annual Return1.14N/A
R-squared (against Standard Index)85.54N/A
Standard Deviation14.42N/A
Sharpe Ratio0.94N/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