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iPath DJ-UBS Cocoa SubTR ETN (NIB)

-NYSEArca
41.60 Down 0.79(1.86%) Sep 2, 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticNIBCategory
Alpha (against Standard Index)4.67N/A
Beta (against Standard Index)0.82N/A
Mean Annual Return0.25N/A
R-squared (against Standard Index)27.21N/A
Standard Deviation23.59N/A
Sharpe Ratio0.12N/A
5 Years
StatisticNIBCategory
Alpha (against Standard Index)-2.19N/A
Beta (against Standard Index)0.72N/A
Mean Annual Return0.20N/A
R-squared (against Standard Index)18.38N/A
Standard Deviation26.01N/A
Sharpe Ratio0.09N/A
10 Years
StatisticNIBCategory
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