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ELEMENTS Rogers Intl Cmdty TR ETN (RJI)

NYSEArca - Nasdaq Real-time price. Currency in USD
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8.10+0.06 (+0.81%)
At close: 03:59PM EDT

Risk statistics

3 yearsRJICategory average
5 yearsRJICategory average
10 yearsRJICategory average
Alpha
0.611.72
1.611.28
1.651.02
BETA
1.190.93
1.170.99
1.141.04
Mean annual return
1.470.68
0.90.79
0.020.06
R-squared
86.2787.14
86.2186.69
88.5387.92
Standard deviation
24.0115.13
19.8216.82
17.1515.85
Sharpe ratio
1.710.31
2.470.43
2.03-0.06
Treynor ratio
12.744.19
6.776.3
-1.73-2.07