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ELEMENTS Rogers Intl Cmdty TR ETN (RJI)


NYSEArca - NYSEArca Delayed Price. Currency in USD
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4.97+0.04 (+0.81%)
At close: 8:00PM EDT
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Risk Statistics

3 YearsRJICategory Average
5 YearsRJICategory Average
10 YearsRJICategory Average
Alpha
0.45-2.82
-1.43-2.23
0-4.82
Beta
0.930.89
0.90.94
01.06
Mean Annual Return
-1.42-1.34
-0.87-0.83
0-0.46
R-squared
94.5588.8
92.3288.67
090.97
Standard Deviation
16.0916.25
14.8816.12
021.98
Sharpe Ratio
-1.07-0.98
-0.71-0.62
0-0.28
Treynor Ratio
-18.33-18.01
-12.25-11.47
0-7.93