RJZ - ELEMENTS Linked to the Rogers International Commodity Index - Metals Total Return

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsRJZCategory Average
5 YearsRJZCategory Average
10 YearsRJZCategory Average
Alpha
2.44N/A
1.56N/A
0.34N/A
Beta
0.37N/A
0.31N/A
0.61N/A
Mean Annual Return
0.36N/A
0.15N/A
-0.02N/A
R-squared
15.27N/A
12.42N/A
33.68N/A
Standard Deviation
10.97N/A
12.81N/A
16.28N/A
Sharpe Ratio
0.24N/A
0.05N/A
-0.05N/A
Treynor Ratio
5.55N/A
-0.38N/A
-3.62N/A