RJA - ELEMENTS Linked to the Rogers International Commodity Index - Agriculture Total Return

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsRJACategory Average
5 YearsRJACategory Average
10 YearsRJACategory Average
Alpha
-7.952.29
-4.42-2.17
-1.11N/A
Beta
0.240.6
0.370.62
0.66N/A
Mean Annual Return
-0.6-0.55
-0.46-0.6
-0.22N/A
R-squared
9.3325.88
22.1726.21
43.21N/A
Standard Deviation
10.221.72
11.720.79
15.81N/A
Sharpe Ratio
-0.88-0.34
-0.57-0.36
-0.2N/A
Treynor Ratio
-39.33-18.13
-19.52-20.48
-6.69N/A