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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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42.48
0.00
(0.00%)
At close: 09:30AM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
JJATF
Category average
5 years
JJATF
Category average
10 years
JJATF
Category average
Alpha
-2.55
1.75
6.38
3.36
-1.27
1.71
BETA
0.62
0.65
0.69
0.78
0.75
0.86
Mean annual return
0.3
0.77
1.05
0.8
-0.11
0.12
R-squared
48.27
23.33
42.19
24.58
37.65
26.82
Standard deviation
13.54
22.07
16.72
24.99
17.31
23.83
Sharpe ratio
0.04
0.33
0.62
0.38
-0.16
0.03
Treynor ratio
-0.53
11.53
14.08
21.54
-5.69
-0.45
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