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iPath DJ-UBS Grains SubTR ETN (JJG)

-NYSEArca
32.94 Up 0.08(0.24%) Oct 1, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJJGCategory
Alpha (against Standard Index)-4.10N/A
Beta (against Standard Index)1.41N/A
Mean Annual Return-0.75N/A
R-squared (against Standard Index)60.86N/A
Standard Deviation27.10N/A
Sharpe Ratio-0.34N/A
5 Years
StatisticJJGCategory
Alpha (against Standard Index)-4.54N/A
Beta (against Standard Index)1.43N/A
Mean Annual Return0.34N/A
R-squared (against Standard Index)64.56N/A
Standard Deviation27.58N/A
Sharpe Ratio0.15N/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