IMLP - iPath S&P MLP ETN

BATS - BATS Delayed Price. Currency in USD

Risk Statistics

3 YearsIMLPCategory Average
5 YearsIMLPCategory Average
10 YearsIMLPCategory Average
Alpha
-16.34-10.54
-16.53-4.65
0N/A
Beta
1.061.3
1.240.99
0N/A
Mean Annual Return
-0.27-0.47
-0.490.3
0N/A
R-squared
42.9345.7
47.5738.06
0N/A
Standard Deviation
18.4621.58
21.2318.38
0N/A
Sharpe Ratio
-0.27-0.25
-0.330.19
0N/A
Treynor Ratio
-6.18-5.7
-7.191.89
0N/A