UGBP - Citigroup ETNs linked to the VelocityShares Daily 4X Long GBP vs. USD Index

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsUGBPCategory Average
5 YearsUGBPCategory Average
10 YearsUGBPCategory Average
Alpha
0-6.08
0-8.22
04.81
Beta
019.29
027.98
0-7.68
Mean Annual Return
0-0.14
0-0.06
00.11
R-squared
03.49
05.28
04.9
Standard Deviation
06.1
06.49
010.52
Sharpe Ratio
0-0.35
0-0.16
00.04
Treynor Ratio
0-0.21
0-0.12
00.01