NYSEArca - Delayed Quote USD

iPath Series B Bloomberg Coffee Subindex Total Return ETN (JO)

54.00 -0.67 (-1.22%)
At close: June 8 at 9:52 AM EDT

ETF Summary

The ETN offers exposure to futures contracts and not direct exposure to the physical commodities. The index is composed of one or more futures contracts on the relevant commodity (the “index components”) and is intended to reflect the returns that are potentially available through (1) an unleveraged investment in those contracts plus (2) the rate of interest that could be earned on cash collateral invested in specified Treasury Bills.

Risk Overview

Performance & Risk

YTD Return 12.88%
5y Average Return 4.67%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.40
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
JOCategory AverageJOCategory AverageJOCategory Average
Alpha 15.21 2.17 3.38 1.35 0 1.23
BETA 0.4 0.94 0.39 0.99 0 1.04
Mean Annual Return 1.91 0.97 0.51 0.73 0 0.05
R-squared 4.78 88.05 4.25 86.6 0 87.89
Standard Deviation 29.86 15.72 30.41 17.03 0 15.88
Sharpe Ratio 0.72 0.55 0.15 0.39 0 -0.05
Treynor Ratio 47.43 8.7 -0.34 5.61 0 -2.01

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