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iPath DJ-UBS Nickel SubTR ETN (JJN)

-NYSEArca
21.96 Up 0.01(0.05%) Nov 26, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJJNCategory
Alpha (against Standard Index)-3.28N/A
Beta (against Standard Index)0.78N/A
Mean Annual Return-0.53N/A
R-squared (against Standard Index)13.56N/A
Standard Deviation27.08N/A
Sharpe Ratio-0.24N/A
5 Years
StatisticJJNCategory
Alpha (against Standard Index)-3.47N/A
Beta (against Standard Index)0.98N/A
Mean Annual Return-0.02N/A
R-squared (against Standard Index)23.92N/A
Standard Deviation31.60N/A
Sharpe Ratio-0.01N/A
10 Years
StatisticJJNCategory
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