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iPath DJ-UBS Nickel SubTR ETN (JJN)

-NYSEArca
20.02 Down 0.09(0.47%) 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJJNCategory
Alpha (against Standard Index)-0.45N/A
Beta (against Standard Index)0.86N/A
Mean Annual Return-0.11N/A
R-squared (against Standard Index)16.68N/A
Standard Deviation27.88N/A
Sharpe Ratio-0.05N/A
5 Years
StatisticJJNCategory
Alpha (against Standard Index)-3.73N/A
Beta (against Standard Index)0.97N/A
Mean Annual Return0.07N/A
R-squared (against Standard Index)23.66N/A
Standard Deviation31.56N/A
Sharpe Ratio0.02N/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