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UBS ETRACS CMCI Lng Platinum Tot Ret ETN (PTM)

-NYSEArca
13.33 Up 0.05(0.38%) 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPTMCategory
Alpha (against Standard Index)-4.04N/A
Beta (against Standard Index)1.08N/A
Mean Annual Return-0.69N/A
R-squared (against Standard Index)43.49N/A
Standard Deviation20.90N/A
Sharpe Ratio-0.40N/A
5 Years
StatisticPTMCategory
Alpha (against Standard Index)-3.92N/A
Beta (against Standard Index)0.97N/A
Mean Annual Return-0.06N/A
R-squared (against Standard Index)51.60N/A
Standard Deviation21.25N/A
Sharpe Ratio-0.04N/A
10 Years
StatisticPTMCategory
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