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ELEMENTS Rogers Intl Cmdty TR ETN (RJI)

NYSEArca - NYSEArca Delayed price. Currency in USD
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7.95+0.21 (+2.71%)
At close: 03:59PM EDT
8.01 +0.06 (+0.75%)
After hours: 05:09PM EDT

Risk statistics

3 yearsRJICategory average
5 yearsRJICategory average
10 yearsRJICategory average
Alpha
-1.02-2.82
1.14-2.23
1.21-4.82
BETA
1.220.89
1.190.94
1.151.06
Mean annual return
1.69-1.34
1.03-0.83
0.08-0.46
R-squared
86.4188.8
86.1888.67
88.5290.97
Standard deviation
23.5416.25
19.5416.12
17.0221.98
Sharpe ratio
2.21-0.98
2.84-0.62
2.18-0.28
Treynor ratio
15-18.01
8.17-11.47
-1.09-7.93