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ELEMENTS Rogers Intl Cmdty Energy TR ETN (RJN)
NYSEArca - Nasdaq Real-time price. Currency in USD
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4.0150
+0.0950
(+2.42%)
At close: 02:18PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
RJN
Category average
5 years
RJN
Category average
10 years
RJN
Category average
Alpha
-6.71
1.75
1.57
3.36
2.71
1.71
BETA
2.02
0.65
1.98
0.78
1.88
0.86
Mean annual return
1.81
0.77
1.35
0.8
-0.01
0.12
R-squared
71.19
23.33
68.42
24.58
68.2
26.82
Standard deviation
44.97
22.07
37.77
24.99
32.2
23.83
Sharpe ratio
2.8
0.33
3.58
0.38
3.15
0.03
Treynor ratio
5.22
11.53
3.8
21.54
-3.31
-0.45
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