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iPath Series B Bloomberg Natural Gas Subindex Total ReturnSM ETN (GAZ)

NYSEArca - Nasdaq Real-time price. Currency in USD
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9.74-0.03 (-0.31%)
At close: 09:50AM EDT

Risk statistics

3 yearsGAZCategory average
5 yearsGAZCategory average
10 yearsGAZCategory average
Alpha
-39.491.75
-16.623.36
01.71
BETA
2.710.65
1.980.78
00.86
Mean annual return
0.40.77
-0.790.8
00.12
R-squared
37.8523.33
26.4124.58
026.82
Standard deviation
72.7222.07
62.6724.99
023.83
Sharpe ratio
0.040.33
-0.180.38
00.03
Treynor ratio
-7.4311.53
-13.3821.54
0-0.45