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iPath Bloomberg Grains Subindex Total Return(SM) ETN (JJGTF)
Other OTC - Other OTC Delayed price. Currency in USD
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31.53
0.00
(0.00%)
At close: 12:52PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
JJGTF
Category average
5 years
JJGTF
Category average
10 years
JJGTF
Category average
Alpha
-5.56
1.75
3.84
3.36
-2.69
1.71
BETA
0.82
0.65
0.66
0.78
0.73
0.86
Mean annual return
0.26
0.77
0.79
0.8
-0.23
0.12
R-squared
38.27
23.33
24.61
24.58
22.45
26.82
Standard deviation
20.95
22.07
21
24.99
21.87
23.83
Sharpe ratio
0.01
0.33
0.35
0.38
-0.19
0.03
Treynor ratio
-2.32
11.53
8.32
21.54
-8.78
-0.45
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