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iPath DJ-UBS Coffee SubTR ETN (JO)

-NYSEArca
33.90 Down 1.01(2.89%) 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJOCategory
Alpha (against Standard Index)-11.75N/A
Beta (against Standard Index)1.12N/A
Mean Annual Return-1.31N/A
R-squared (against Standard Index)20.36N/A
Standard Deviation37.38N/A
Sharpe Ratio-0.42N/A
5 Years
StatisticJOCategory
Alpha (against Standard Index)0.27N/A
Beta (against Standard Index)1.10N/A
Mean Annual Return0.58N/A
R-squared (against Standard Index)23.50N/A
Standard Deviation35.42N/A
Sharpe Ratio0.20N/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