Dow Up0.08% Nasdaq Down0.30%

iPath DJ-UBS Cocoa SubTR ETN (NIB)

-NYSEArca
42.80 Up 0.92(2.20%) Sep 19, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticNIBCategory
Alpha (against Standard Index)4.69N/A
Beta (against Standard Index)0.81N/A
Mean Annual Return0.16N/A
R-squared (against Standard Index)26.70N/A
Standard Deviation23.51N/A
Sharpe Ratio0.08N/A
5 Years
StatisticNIBCategory
Alpha (against Standard Index)-1.02N/A
Beta (against Standard Index)0.71N/A
Mean Annual Return0.28N/A
R-squared (against Standard Index)18.21N/A
Standard Deviation25.91N/A
Sharpe Ratio0.13N/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