RJI - ELEMENTS Rogers Intl Cmdty TR ETN

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsRJICategory Average
5 YearsRJICategory Average
10 YearsRJICategory Average
Alpha
0.12-2.82
-0.62-2.23
0-4.82
Beta
0.920.89
0.90.94
01.06
Mean Annual Return
-0.98-1.34
-0.86-0.83
0-0.46
R-squared
94.1888.8
92.8988.67
090.97
Standard Deviation
15.8316.25
13.616.12
021.98
Sharpe Ratio
-0.76-0.98
-0.77-0.62
0-0.28
Treynor Ratio
-13.69-18.01
-12.17-11.47
0-7.93