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ELEMENTS Linked to the Rogers International Commodity Index - Energy Total Return (RJN)

NYSEArca - Nasdaq Real-time price. Currency in USD
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4.0150+0.0950 (+2.42%)
At close: 02:18PM EDT

Risk statistics

3 yearsRJNCategory average
5 yearsRJNCategory average
10 yearsRJNCategory average
Alpha
-6.711.34
1.573.3
2.711.78
BETA
2.020.63
1.980.78
1.880.87
Mean annual return
1.810.63
1.350.84
-0.010.13
R-squared
71.1921.54
68.4224.46
68.226.74
Standard deviation
44.9721.76
37.7725.05
32.223.89
Sharpe ratio
2.80.25
3.580.4
3.150.04
Treynor ratio
5.229.94
3.823.88
-3.31-0.19