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 Dow Down0.56% Nasdaq Down0.86%

iPath DJ-UBS Cocoa TR Sub-Idx ETN (NIB)

-PCX
42.13 Down 0.15(0.36%) 12:52PM EDT - Nasdaq Real Time Price

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticNIBCategory
Alpha (against Standard Index)-0.82N/A
Beta (against Standard Index)0.84N/A
Mean Annual Return0.00N/A
R-squared (against Standard Index)27.42N/A
Standard Deviation23.78N/A
Sharpe Ratio0.00N/A
5 Years
StatisticNIBCategory
Alpha (against Standard Index)-1.15N/A
Beta (against Standard Index)0.77N/A
Mean Annual Return0.40N/A
R-squared (against Standard Index)19.06N/A
Standard Deviation26.84N/A
Sharpe Ratio0.18N/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