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iPath DJ-UBS Grains SubTR ETN (JJG)

-NYSEArca
37.81 Down 0.20(0.54%) 3:56PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJJGCategory
Alpha (against Standard Index)-1.78N/A
Beta (against Standard Index)1.44N/A
Mean Annual Return-0.40N/A
R-squared (against Standard Index)60.65N/A
Standard Deviation27.92N/A
Sharpe Ratio-0.18N/A
5 Years
StatisticJJGCategory
Alpha (against Standard Index)-5.35N/A
Beta (against Standard Index)1.43N/A
Mean Annual Return0.30N/A
R-squared (against Standard Index)64.53N/A
Standard Deviation27.64N/A
Sharpe Ratio0.13N/A
10 Years
StatisticJJGCategory
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