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UBS ETRACS Bloomberg Cmdty Tot Ret ETN (DJCI)
NYSEArca - Nasdaq Real-time price. Currency in USD
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13.82
+0.10
(+0.73%)
At close: 04:02PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
DJCI
Category average
5 years
DJCI
Category average
10 years
DJCI
Category average
Alpha
-1.88
2.03
-0.81
1.16
-2.79
1.28
BETA
0.76
0.94
0.76
1
0.82
1.04
Mean annual return
-0.24
0.82
-0.02
0.77
-0.49
0.06
R-squared
90.21
87.3
89.12
86.55
89.72
87.9
Standard deviation
15.04
15.18
13.27
17.07
14.69
15.86
Sharpe ratio
-0.29
0.44
-0.11
0.42
-0.44
-0.05
Treynor ratio
-7.13
6.44
-3.09
6.04
-8.87
-1.99
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