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
2.07N/A
2.06N/A
1.52N/A
Beta
0.3N/A
0.3N/A
0.62N/A
Mean Annual Return
0.31N/A
0.08N/A
0.07N/A
R-squared
9.03N/A
12.65N/A
33.97N/A
Standard Deviation
10.93N/A
12.69N/A
16.39N/A
Sharpe Ratio
0.19N/A
-0.01N/A
0.01N/A
Treynor Ratio
5.11N/A
-3.09N/A
-1.81N/A