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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
-1.882.17
-0.811.35
-2.791.23
BETA
0.760.94
0.760.99
0.821.04
Mean annual return
-0.240.97
-0.020.73
-0.490.05
R-squared
90.2188.05
89.1286.6
89.7287.89
Standard deviation
15.0415.72
13.2717.03
14.6915.88
Sharpe ratio
-0.290.55
-0.110.39
-0.44-0.05
Treynor ratio
-7.138.7
-3.095.61
-8.87-2.01