NIB - iPath Bloomberg Cocoa Subindex Total Return(SM) ETN

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsNIBCategory Average
5 YearsNIBCategory Average
10 YearsNIBCategory Average
Alpha
-5.172.29
-3.84-2.17
-1N/A
Beta
-0.590.6
0.20.62
0.46N/A
Mean Annual Return
-0.36-0.55
-0.39-0.6
-0.1N/A
R-squared
4.2425.88
1.1526.21
7.04N/A
Standard Deviation
30.9421.72
28.320.79
27.08N/A
Sharpe Ratio
-0.19-0.34
-0.2-0.36
-0.06N/A
Treynor Ratio
17.38-18.13
-46.96-20.48
-11.46N/A