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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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31.530.00 (0.00%)
At close: 12:52PM EDT

Risk statistics

3 yearsJJGTFCategory average
5 yearsJJGTFCategory average
10 yearsJJGTFCategory average
Alpha
-5.561.75
3.843.36
-2.691.71
BETA
0.820.65
0.660.78
0.730.86
Mean annual return
0.260.77
0.790.8
-0.230.12
R-squared
38.2723.33
24.6124.58
22.4526.82
Standard deviation
20.9522.07
2124.99
21.8723.83
Sharpe ratio
0.010.33
0.350.38
-0.190.03
Treynor ratio
-2.3211.53
8.3221.54
-8.78-0.45