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ELEMENTS Rogers Intl Cmdty TR ETN (RJI)

-NYSEArca
7.30 0.08(1.08%) Oct 22, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticRJICategory
Alpha (against Standard Index)-0.89N/A
Beta (against Standard Index)0.92N/A
Mean Annual Return-0.15N/A
R-squared (against Standard Index)88.63N/A
Standard Deviation12.96N/A
Sharpe Ratio-0.14N/A
5 Years
StatisticRJICategory
Alpha (against Standard Index)-1.71N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return0.23N/A
R-squared (against Standard Index)85.24N/A
Standard Deviation16.35N/A
Sharpe Ratio0.16N/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