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ELEMENTS Rogers Intl Commodity ETN (RJI)

-NYSEArca
8.28 Up 0.04(0.49%) Jul 25, 4:00PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticRJICategory
Alpha (against Standard Index)-4.66N/A
Beta (against Standard Index)0.90N/A
Mean Annual Return-0.31N/A
R-squared (against Standard Index)82.12N/A
Standard Deviation14.71N/A
Sharpe Ratio-0.26N/A
5 Years
StatisticRJICategory
Alpha (against Standard Index)-1.93N/A
Beta (against Standard Index)0.96N/A
Mean Annual Return0.46N/A
R-squared (against Standard Index)84.25N/A
Standard Deviation15.88N/A
Sharpe Ratio0.34N/A
10 Years
StatisticRJICategory
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