GRU - ELEMENTS Linked to the MLCX Grains Index - Total Return

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsGRUCategory Average
5 YearsGRUCategory Average
10 YearsGRUCategory Average
Alpha
-6.742.29
-7.17-2.17
-1.97N/A
Beta
-0.150.6
0.350.62
0.84N/A
Mean Annual Return
-0.42-0.55
-0.69-0.6
-0.3N/A
R-squared
0.9725.88
6.5126.21
27.87N/A
Standard Deviation
17.2521.72
20.4620.79
24.45N/A
Sharpe Ratio
-0.39-0.34
-0.46-0.36
-0.17N/A
Treynor Ratio
51.79-18.13
-31.2-20.48
-8.25N/A