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iPath DJ-UBS Aluminum SubTR ETN (JJU)

-NYSEArca
20.56 Up 0.08(0.39%) Nov 26, 10:56AM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJJUCategory
Alpha (against Standard Index)-7.84N/A
Beta (against Standard Index)0.34N/A
Mean Annual Return-0.76N/A
R-squared (against Standard Index)5.41N/A
Standard Deviation18.77N/A
Sharpe Ratio-0.49N/A
5 Years
StatisticJJUCategory
Alpha (against Standard Index)-6.01N/A
Beta (against Standard Index)0.70N/A
Mean Annual Return-0.31N/A
R-squared (against Standard Index)28.03N/A
Standard Deviation20.90N/A
Sharpe Ratio-0.18N/A
10 Years
StatisticJJUCategory
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