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UBS ETRACS CMCI Lng Platinum Tot Ret ETN (PTM)

-NYSEArca
13.85 Down 0.07(0.50%) Oct 24, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPTMCategory
Alpha (against Standard Index)-3.72N/A
Beta (against Standard Index)1.06N/A
Mean Annual Return-0.40N/A
R-squared (against Standard Index)44.45N/A
Standard Deviation21.03N/A
Sharpe Ratio-0.23N/A
5 Years
StatisticPTMCategory
Alpha (against Standard Index)-3.88N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return0.05N/A
R-squared (against Standard Index)51.09N/A
Standard Deviation21.14N/A
Sharpe Ratio0.02N/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