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
-10.172.29
-6.98-2.17
-2.73N/A
Beta
-0.10.6
0.340.62
0.84N/A
Mean Annual Return
-0.72-0.55
-0.81-0.6
-0.32N/A
R-squared
0.4225.88
5.0426.21
26.47N/A
Standard Deviation
18.6221.72
23.120.79
25.12N/A
Sharpe Ratio
-0.54-0.34
-0.46-0.36
-0.17N/A
Treynor Ratio
109.78-18.13
-36.98-20.48
-8.66N/A