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UBS ETRACS CMCI Lng Platinum Tot Ret ETN (PTM)

-NYSEArca
15.13 0.10(0.66%) Sep 15, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPTMCategory
Alpha (against Standard Index)-3.84N/A
Beta (against Standard Index)1.10N/A
Mean Annual Return-0.64N/A
R-squared (against Standard Index)52.59N/A
Standard Deviation22.82N/A
Sharpe Ratio-0.34N/A
5 Years
StatisticPTMCategory
Alpha (against Standard Index)-2.43N/A
Beta (against Standard Index)0.94N/A
Mean Annual Return0.28N/A
R-squared (against Standard Index)49.21N/A
Standard Deviation20.78N/A
Sharpe Ratio0.16N/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