Canada markets closed

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

NYSEArca - Nasdaq Real Time Price. Currency in USD
Add to watchlist
8.10+0.06 (+0.81%)
At close: 03:59PM EDT

Risk Statistics

3 YearsRJICategory Average
5 YearsRJICategory Average
10 YearsRJICategory Average
Alpha
0.612.17
1.611.35
1.651.23
BETA
1.190.94
1.170.99
1.141.04
Mean Annual Return
1.470.97
0.90.73
0.020.05
R-squared
86.2788.05
86.2186.6
88.5387.89
Standard Deviation
24.0115.72
19.8217.03
17.1515.88
Sharpe Ratio
1.710.55
2.470.39
2.03-0.05
Treynor Ratio
12.748.7
6.775.61
-1.73-2.01