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ELEMENTS Rogers Intl Commodity ETN (RJI)

-NYSEArca
8.02 0.00(0.00%) 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticRJICategory
Alpha (against Standard Index)-2.08N/A
Beta (against Standard Index)0.93N/A
Mean Annual Return-0.34N/A
R-squared (against Standard Index)90.16N/A
Standard Deviation14.79N/A
Sharpe Ratio-0.28N/A
5 Years
StatisticRJICategory
Alpha (against Standard Index)-2.02N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return0.33N/A
R-squared (against Standard Index)84.67N/A
Standard Deviation16.06N/A
Sharpe Ratio0.24N/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