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ELEMENTS Rogers Intl Cmdty TR ETN (RJI)

-NYSEArca
7.28 Up 0.02(0.28%) Nov 21, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticRJICategory
Alpha (against Standard Index)-1.58N/A
Beta (against Standard Index)0.88N/A
Mean Annual Return-0.42N/A
R-squared (against Standard Index)88.18N/A
Standard Deviation12.02N/A
Sharpe Ratio-0.43N/A
5 Years
StatisticRJICategory
Alpha (against Standard Index)-1.92N/A
Beta (against Standard Index)0.94N/A
Mean Annual Return0.10N/A
R-squared (against Standard Index)85.13N/A
Standard Deviation16.14N/A
Sharpe Ratio0.07N/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