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iPath DJ-UBS Nickel SubTR ETN (JJN)

-NYSEArca
25.02 Down 0.06(0.24%) Aug 29, 10:16AM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJJNCategory
Alpha (against Standard Index)-6.11N/A
Beta (against Standard Index)0.92N/A
Mean Annual Return-0.67N/A
R-squared (against Standard Index)21.48N/A
Standard Deviation30.09N/A
Sharpe Ratio-0.27N/A
5 Years
StatisticJJNCategory
Alpha (against Standard Index)-2.50N/A
Beta (against Standard Index)0.92N/A
Mean Annual Return0.28N/A
R-squared (against Standard Index)21.14N/A
Standard Deviation31.15N/A
Sharpe Ratio0.10N/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