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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
0.612.03
1.611.16
1.651.28
BETA
1.190.94
1.171
1.141.04
Mean annual return
1.470.82
0.90.77
0.020.06
R-squared
86.2787.3
86.2186.55
88.5387.9
Standard deviation
24.0115.18
19.8217.07
17.1515.86
Sharpe ratio
1.710.44
2.470.42
2.03-0.05
Treynor ratio
12.746.44
6.776.04
-1.73-1.99