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UBS ETRACS CMCI Food Total Return ETN (FUD)

NYSEArca - Nasdaq Real-time price. Currency in USD
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17.380.00 (0.00%)
At close: 04:04PM EDT

Risk statistics

3 yearsFUDCategory average
5 yearsFUDCategory average
10 yearsFUDCategory average
Alpha
-2.041.21
-1.683.68
-1.061.96
BETA
0.340.63
0.410.78
0.570.84
Mean annual return
-0.140.61
-0.070.94
-0.250.18
R-squared
25.2620.98
30.4924.55
41.0825.87
Standard deviation
12.7321.83
12.3224.95
15.0923.58
Sharpe ratio
-0.250.21
-0.160.44
-0.240.07
Treynor ratio
-11.498.07
-6.7424.8
-8.121.72