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ELEMENTS Rogers Intl Cmdty Energy TR ETN (RJN)

NYSEArca - NYSEArca Delayed price. Currency in USD
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3.7700+0.1400 (+3.86%)
At close: 04:00PM EDT

Risk statistics

3 yearsRJNCategory average
5 yearsRJNCategory average
10 yearsRJNCategory average
Alpha
-9.72N/A
1.64N/A
1.85N/A
BETA
2.07N/A
2.01N/A
1.89N/A
Mean annual return
2.16N/A
1.64N/A
0.08N/A
R-squared
70.73N/A
67.44N/A
67.59N/A
Standard deviation
44.23N/A
37.33N/A
31.98N/A
Sharpe ratio
3.32N/A
4.01N/A
3.33N/A
Treynor ratio
7.54N/A
5.76N/A
-2.74N/A