STPP - iPath US Treasury Steepener ETN

BATS - BATS Real Time Price. Currency in USD

Risk Statistics

3 YearsSTPPCategory Average
5 YearsSTPPCategory Average
10 YearsSTPPCategory Average
Alpha
-9.07N/A
-5.91N/A
0N/A
Beta
-11.9N/A
-3.7N/A
0N/A
Mean Annual Return
-0.84N/A
-0.47N/A
0N/A
R-squared
2.13N/A
0.1N/A
0N/A
Standard Deviation
8.23N/A
9.84N/A
0N/A
Sharpe Ratio
-1.44N/A
-0.69N/A
0N/A
Treynor Ratio
0.99N/A
1.93N/A
0N/A