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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

Risk statistics

3 yearsDJCICategory average
5 yearsDJCICategory average
10 yearsDJCICategory average
Alpha
-1.882.03
-0.811.16
-2.791.28
BETA
0.760.94
0.761
0.821.04
Mean annual return
-0.240.82
-0.020.77
-0.490.06
R-squared
90.2187.3
89.1286.55
89.7287.9
Standard deviation
15.0415.18
13.2717.07
14.6915.86
Sharpe ratio
-0.290.44
-0.110.42
-0.44-0.05
Treynor ratio
-7.136.44
-3.096.04
-8.87-1.99