OLEM - iPath Pure Beta Crude Oil ETN

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsOLEMCategory Average
5 YearsOLEMCategory Average
10 YearsOLEMCategory Average
Alpha
0.26-2.27
2.68-3.19
0-10.41
Beta
1.71.5
1.591.35
01.45
Mean Annual Return
-1.24-2.06
-1.05-1.19
0-0.98
R-squared
90.2369.96
80.2362.36
067.32
Standard Deviation
29.5832.99
26.0529.88
034.82
Sharpe Ratio
-0.52-0.81
-0.49-0.5
0-0.36
Treynor Ratio
-10.62-18.06
-9.55-14.43
0-11.94