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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
-2.041.34
-1.683.3
-1.061.78
BETA
0.340.63
0.410.78
0.570.87
Mean Annual Return
-0.140.63
-0.070.84
-0.250.13
R-squared
25.2621.54
30.4924.46
41.0826.74
Standard Deviation
12.7321.76
12.3225.05
15.0923.89
Sharpe Ratio
-0.250.25
-0.160.4
-0.240.04
Treynor Ratio
-11.499.94
-6.7423.88
-8.12-0.19