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iPath DJ-UBS Cocoa SubTR ETN (NIB)

-NYSEArca
38.22 Down 0.44(1.14%) 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticNIBCategory
Alpha (against Standard Index)8.72N/A
Beta (against Standard Index)0.57N/A
Mean Annual Return0.68N/A
R-squared (against Standard Index)12.46N/A
Standard Deviation21.30N/A
Sharpe Ratio0.38N/A
5 Years
StatisticNIBCategory
Alpha (against Standard Index)-1.88N/A
Beta (against Standard Index)0.67N/A
Mean Annual Return0.11N/A
R-squared (against Standard Index)17.62N/A
Standard Deviation25.33N/A
Sharpe Ratio0.05N/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