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UBS ETRACS CMCI Gold Total Return ETN (UBG)

-NYSEArca
32.22 0.00(0.00%) Feb 11, 4:00PM EST

Risk as of Jan 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticUBGCategory
Alpha (against Standard Index)-4.53N/A
Beta (against Standard Index)0.38N/A
Mean Annual Return-1.07N/A
R-squared (against Standard Index)12.23N/A
Standard Deviation16.68N/A
Sharpe Ratio-0.77N/A
5 Years
StatisticUBGCategory
Alpha (against Standard Index)4.47N/A
Beta (against Standard Index)0.58N/A
Mean Annual Return-0.24N/A
R-squared (against Standard Index)26.45N/A
Standard Deviation18.51N/A
Sharpe Ratio-0.16N/A
10 Years
StatisticUBGCategory
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