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iPath Bloomberg Industrial Metals Subindex Total Return(SM) ETN (JJMTF)
Other OTC - Other OTC Delayed price. Currency in USD
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Risk statistics
3 yearsJJMTFCategory average
5 yearsJJMTFCategory average
10 yearsJJMTFCategory average
Alpha
-1.871.34
2.473.3
5.651.78
BETA
0.990.63
1.020.78
0.990.87
Mean annual return
0.510.63
0.890.84
0.430.13
R-squared
38.1721.54
50.0424.46
45.7226.74
Standard deviation
24.4321.76
22.9125.05
20.7623.89
Sharpe ratio
0.130.25
0.370.4
0.170.04
Treynor ratio
0.199.94
6.0723.88
1.55-0.19
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