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iPath Global Carbon ETN (GRN)

-NYSEArca
7.39 0.03(0.37%) Sep 29, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticGRNCategory
Alpha (against Standard Index)-2.23N/A
Beta (against Standard Index)0.78N/A
Mean Annual Return-0.41N/A
R-squared (against Standard Index)2.53N/A
Standard Deviation73.78N/A
Sharpe Ratio-0.07N/A
5 Years
StatisticGRNCategory
Alpha (against Standard Index)-8.91N/A
Beta (against Standard Index)0.56N/A
Mean Annual Return-0.46N/A
R-squared (against Standard Index)2.09N/A
Standard Deviation60.23N/A
Sharpe Ratio-0.09N/A
10 Years
StatisticGRNCategory
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