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ELEMENTS Rogers Intl Cmdty Metals TR ETN (RJZ)
NYSEArca - Nasdaq Real-time price. Currency in USD
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9.80
+0.17
(+1.77%)
At close: 03:21PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
RJZ
Category average
5 years
RJZ
Category average
10 years
RJZ
Category average
Alpha
-2.75
1.75
-1.99
3.36
0.09
1.71
BETA
0.65
0.65
0.65
0.78
0.65
0.86
Mean annual return
0.57
0.77
0.3
0.8
-0.04
0.12
R-squared
50.35
23.33
48.99
24.58
40.52
26.82
Standard deviation
17.13
22.07
14.63
24.99
14.47
23.83
Sharpe ratio
-0.64
0.33
-0.27
0.38
-0.43
0.03
Treynor ratio
7.58
11.53
2.16
21.54
-3.31
-0.45
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