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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%)
As of 02:18PM EDT. Market open.
Summary
Chart
Conversations
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
1.75
1.57
3.36
2.71
1.71
BETA
2.02
0.65
1.98
0.78
1.88
0.86
Mean Annual Return
1.81
0.77
1.35
0.8
-0.01
0.12
R-squared
71.19
23.33
68.42
24.58
68.2
26.82
Standard Deviation
44.97
22.07
37.77
24.99
32.2
23.83
Sharpe Ratio
2.8
0.33
3.58
0.38
3.15
0.03
Treynor Ratio
5.22
11.53
3.8
21.54
-3.31
-0.45
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