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ELEMENTS Rogers Intl Commodity ETN (RJI)

-NYSEArca
8.69 Up 0.01(0.12%) Apr 17, 4:00PM EDT
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Risk as of Mar 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticRJICategory
Alpha (against Standard Index)-2.82N/A
Beta (against Standard Index)0.86N/A
Mean Annual Return-0.36N/A
R-squared (against Standard Index)77.61N/A
Standard Deviation15.06N/A
Sharpe Ratio-0.29N/A
5 Years
StatisticRJICategory
Alpha (against Standard Index)-1.36N/A
Beta (against Standard Index)0.98N/A
Mean Annual Return0.73N/A
R-squared (against Standard Index)86.55N/A
Standard Deviation17.42N/A
Sharpe Ratio0.50N/A