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ELEMENTS SPECTRUM Lg Cp US Sect Mom ETN (EEH)

-NYSEArca
23.36 Up 2.86(13.93%) Sep 19, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEEHCategory
Alpha (against Standard Index)0.15N/A
Beta (against Standard Index)0.90N/A
Mean Annual Return1.47N/A
R-squared (against Standard Index)82.40N/A
Standard Deviation11.43N/A
Sharpe Ratio1.54N/A
5 Years
StatisticEEHCategory
Alpha (against Standard Index)-1.87N/A
Beta (against Standard Index)1.01N/A
Mean Annual Return1.24N/A
R-squared (against Standard Index)85.51N/A
Standard Deviation14.40N/A
Sharpe Ratio1.02N/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