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ELEMENTS Rogers Intl Cmdty TR ETN (RJI)

-NYSEArca
7.47 Down 0.03(0.40%) 10:41AM EDT - Nasdaq Real Time Price

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticRJICategory
Alpha (against Standard Index)-0.98N/A
Beta (against Standard Index)0.94N/A
Mean Annual Return-0.36N/A
R-squared (against Standard Index)91.15N/A
Standard Deviation14.79N/A
Sharpe Ratio-0.29N/A
5 Years
StatisticRJICategory
Alpha (against Standard Index)-1.71N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return0.34N/A
R-squared (against Standard Index)84.66N/A
Standard Deviation16.04N/A
Sharpe Ratio0.25N/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