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NIKKEI 225
39,744.28
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(+1.02%)
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17,769.03
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CRUDE OIL
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NYSEArca - Nasdaq Real-time price. Currency in USD
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15.09
+0.17
(+1.13%)
At close: 02:38PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
UAUD
Category average
5 years
UAUD
Category average
10 years
UAUD
Category average
Alpha
0
-6.08
0
-8.22
0
4.81
BETA
0
19.29
0
27.98
0
-7.68
Mean annual return
0
-0.14
0
-0.06
0
0.11
R-squared
0
3.49
0
5.28
0
4.9
Standard deviation
0
6.1
0
6.49
0
10.52
Sharpe ratio
0
-0.35
0
-0.16
0
0.04
Treynor ratio
0
-0.21
0
-0.12
0
0.01
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