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iPath Bloomberg Cmdty TR ETN (DJP)
NYSEArca - Nasdaq Real-time price. Currency in USD
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32.00
+0.18
(+0.57%)
At close: 03:59PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
DJP
Category average
5 years
DJP
Category average
10 years
DJP
Category average
Alpha
-0.14
2.03
-0.23
1.16
-0.14
1.28
BETA
1.13
0.94
1.16
1
1.15
1.04
Mean annual return
0.72
0.82
0.73
0.77
-0.08
0.06
R-squared
99.98
87.3
99.92
86.55
99.9
87.9
Standard deviation
17.16
15.18
18.44
17.07
16.28
15.86
Sharpe ratio
0.32
0.44
0.36
0.42
-0.15
-0.05
Treynor ratio
3.78
6.44
4.41
6.04
-3.32
-1.99
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