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ALL ORDS
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Bitcoin AUD
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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
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
RJN
Category average
5 years
RJN
Category average
10 years
RJN
Category average
Alpha
-6.71
1.34
1.57
3.3
2.71
1.78
BETA
2.02
0.63
1.98
0.78
1.88
0.87
Mean annual return
1.81
0.63
1.35
0.84
-0.01
0.13
R-squared
71.19
21.54
68.42
24.46
68.2
26.74
Standard deviation
44.97
21.76
37.77
25.05
32.2
23.89
Sharpe ratio
2.8
0.25
3.58
0.4
3.15
0.04
Treynor ratio
5.22
9.94
3.8
23.88
-3.31
-0.19
Data disclaimer
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