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iPath DJ-UBS Aluminum SubTR ETN (JJU)

-PCX
19.06 Down 1.11(5.50%) 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJJUCategory
Alpha (against Standard Index)-10.10N/A
Beta (against Standard Index)0.49N/A
Mean Annual Return-0.98N/A
R-squared (against Standard Index)14.31N/A
Standard Deviation19.62N/A
Sharpe Ratio-0.60N/A
5 Years
StatisticJJUCategory
Alpha (against Standard Index)-7.53N/A
Beta (against Standard Index)0.70N/A
Mean Annual Return-0.27N/A
R-squared (against Standard Index)27.71N/A
Standard Deviation20.52N/A
Sharpe Ratio-0.16N/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