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iPath Bloomberg Cmdty TR ETN (DJP)


NYSEArca - Nasdaq Real Time Price. Currency in USD
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23.06+0.09 (+0.39%)
At close: 4:00PM EDT
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Risk Statistics

3 YearsDJPCategory Average
5 YearsDJPCategory Average
10 YearsDJPCategory Average
Alpha
-1.33-2.82
-2.25-2.23
-4.74-4.82
Beta
0.860.89
0.870.94
0.931.06
Mean Annual Return
-1.45-1.34
-0.91-0.83
-0.52-0.46
R-squared
92.788.8
91.4788.67
94.6190.97
Standard Deviation
15.0116.25
14.4716.12
18.7221.98
Sharpe Ratio
-1.18-0.98
-0.76-0.62
-0.36-0.28
Treynor Ratio
-20.12-18.01
-13.13-11.47
-8.83-7.93