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iPath DJ-UBS Cocoa SubTR ETN (NIB)

-NYSEArca
36.87 Down 0.08(0.22%) 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticNIBCategory
Alpha (against Standard Index)5.31N/A
Beta (against Standard Index)0.64N/A
Mean Annual Return0.23N/A
R-squared (against Standard Index)12.99N/A
Standard Deviation22.59N/A
Sharpe Ratio0.12N/A
5 Years
StatisticNIBCategory
Alpha (against Standard Index)-4.52N/A
Beta (against Standard Index)0.69N/A
Mean Annual Return-0.19N/A
R-squared (against Standard Index)17.70N/A
Standard Deviation25.87N/A
Sharpe Ratio-0.09N/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