Canada markets closed

iPath Bloomberg Commodity Index Total Return(SM) ETN (DJP)

NYSEArca - Nasdaq Real Time Price. Currency in USD
Add to watchlist
32.00+0.18 (+0.57%)
At close: 03:59PM EDT

Risk Statistics

3 YearsDJPCategory Average
5 YearsDJPCategory Average
10 YearsDJPCategory Average
Alpha
-0.142.03
-0.231.16
-0.141.28
BETA
1.130.94
1.161
1.151.04
Mean Annual Return
0.720.82
0.730.77
-0.080.06
R-squared
99.9887.3
99.9286.55
99.987.9
Standard Deviation
17.1615.18
18.4417.07
16.2815.86
Sharpe Ratio
0.320.44
0.360.42
-0.15-0.05
Treynor Ratio
3.786.44
4.416.04
-3.32-1.99