NYSEArca - Delayed Quote USD

ELEMENTS Linked to the Rogers International Commodity Index - Energy Total Return (RJN)

4.0150 +0.0950 (+2.42%)
At close: October 21 at 2:18 PM EDT

ETF Summary

The index represents the value of a basket of 6 energy commodity futures contracts.

Risk Overview

Performance & Risk

YTD Return 52.08%
5y Average Return 8.58%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 2.02
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
RJNCategory AverageRJNCategory AverageRJNCategory Average
Alpha -6.71 1.75 1.57 3.36 2.71 1.71
BETA 2.02 0.65 1.98 0.78 1.88 0.86
Mean Annual Return 1.81 0.77 1.35 0.8 -0.01 0.12
R-squared 71.19 23.33 68.42 24.58 68.2 26.82
Standard Deviation 44.97 22.07 37.77 24.99 32.2 23.83
Sharpe Ratio 2.8 0.33 3.58 0.38 3.15 0.03
Treynor Ratio 5.22 11.53 3.8 21.54 -3.31 -0.45

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