Dow Up0.07% Nasdaq Up0.61%

iPath DJ-UBS Coffee SubTR ETN (JO)

-NYSEArca
35.61 Down 0.29(0.82%) Nov 26, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJOCategory
Alpha (against Standard Index)-6.63N/A
Beta (against Standard Index)1.04N/A
Mean Annual Return-0.90N/A
R-squared (against Standard Index)13.91N/A
Standard Deviation35.59N/A
Sharpe Ratio-0.30N/A
5 Years
StatisticJOCategory
Alpha (against Standard Index)-0.07N/A
Beta (against Standard Index)1.09N/A
Mean Annual Return0.29N/A
R-squared (against Standard Index)23.44N/A
Standard Deviation35.38N/A
Sharpe Ratio0.10N/A
10 Years
StatisticJOCategory
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