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iPath GEMS Index ETN (JEM)

-NYSEArca
38.35 0.00(0.00%) Jun 27, 4:00PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJEMCategory
Alpha (against Standard Index)-27.16N/A
Beta (against Standard Index)90.44N/A
Mean Annual Return-0.14N/A
R-squared (against Standard Index)12.51N/A
Standard Deviation9.49N/A
Sharpe Ratio-0.19N/A
5 Years
StatisticJEMCategory
Alpha (against Standard Index)-13.00N/A
Beta (against Standard Index)56.06N/A
Mean Annual Return0.19N/A
R-squared (against Standard Index)10.44N/A
Standard Deviation8.68N/A
Sharpe Ratio0.25N/A