AMJ - JPMorgan Alerian MLP Index ETN

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsAMJCategory Average
5 YearsAMJCategory Average
10 YearsAMJCategory Average
Alpha
-16.59-10.54
-16.18-4.65
-2.84N/A
Beta
1.061.3
1.180.99
0.81N/A
Mean Annual Return
-0.29-0.47
-0.50.3
0.4N/A
R-squared
43.5545.7
49.1638.06
37.8N/A
Standard Deviation
18.3821.58
19.8918.38
17.43N/A
Sharpe Ratio
-0.28-0.25
-0.360.19
0.24N/A
Treynor Ratio
-6.34-5.7
-7.411.89
3.45N/A