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iPath Bloomberg Agriculture Subindex Total Return(SM) ETN (JJATF)

Other OTC - Other OTC Delayed price. Currency in USD
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42.480.00 (0.00%)
At close: 09:30AM EDT

Risk statistics

3 yearsJJATFCategory average
5 yearsJJATFCategory average
10 yearsJJATFCategory average
Alpha
-2.551.75
6.383.36
-1.271.71
BETA
0.620.65
0.690.78
0.750.86
Mean annual return
0.30.77
1.050.8
-0.110.12
R-squared
48.2723.33
42.1924.58
37.6526.82
Standard deviation
13.5422.07
16.7224.99
17.3123.83
Sharpe ratio
0.040.33
0.620.38
-0.160.03
Treynor ratio
-0.5311.53
14.0821.54
-5.69-0.45