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iPath US Treasury Steepener ETN (STPP)

BATS - BATS Real-time price. Currency in USD
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24.240.00 (0.00%)
At close: 10:37AM EDT

Risk statistics

3 yearsSTPPCategory average
5 yearsSTPPCategory average
10 yearsSTPPCategory average
Alpha
-8.94N/A
-8.44N/A
0N/A
BETA
-2.52N/A
-1.14N/A
0N/A
Mean annual return
-0.68N/A
-0.64N/A
0N/A
R-squared
0.35N/A
0.04N/A
0N/A
Standard deviation
8.2N/A
9.35N/A
0N/A
Sharpe ratio
-1.2N/A
-0.94N/A
0N/A
Treynor ratio
3.94N/A
7.85N/A
0N/A