DJP - iPath Bloomberg Cmdty TR ETN

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsDJPCategory Average
5 YearsDJPCategory Average
10 YearsDJPCategory Average
Alpha
-1.13-2.82
-2.66-2.23
-3.92-4.82
Beta
0.830.89
0.860.94
0.941.06
Mean Annual Return
-0.99-1.34
-0.99-0.83
-0.55-0.46
R-squared
91.5588.8
91.0688.67
94.6890.97
Standard Deviation
14.616.25
13.1716.12
18.5121.98
Sharpe Ratio
-0.84-0.98
-0.92-0.62
-0.38-0.28
Treynor Ratio
-15.01-18.01
-14.33-11.47
-9.02-7.93