STPP - iPath US Treasury Steepener ETN

NasdaqGM - NasdaqGM Delayed Price. Currency in USD

Risk Statistics

3 YearsSTPPCategory Average
5 YearsSTPPCategory Average
10 YearsSTPPCategory Average
Alpha
-12.48N/A
-10.9N/A
0N/A
Beta
38.84N/A
40.2N/A
0N/A
Mean Annual Return
-0.31N/A
-0.17N/A
0N/A
R-squared
3.24N/A
1.83N/A
0N/A
Standard Deviation
11.74N/A
12.57N/A
0N/A
Sharpe Ratio
-0.36N/A
-0.18N/A
0N/A
Treynor Ratio
-0.12N/A
-0.08N/A
0N/A