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

NYSEArca - Nasdaq Real Time Price. Currency in USD
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9.80+0.17 (+1.77%)
At close: 03:21PM EDT

Risk Statistics

3 YearsRJZCategory Average
5 YearsRJZCategory Average
10 YearsRJZCategory Average
Alpha
-2.751.75
-1.993.36
0.091.71
BETA
0.650.65
0.650.78
0.650.86
Mean Annual Return
0.570.77
0.30.8
-0.040.12
R-squared
50.3523.33
48.9924.58
40.5226.82
Standard Deviation
17.1322.07
14.6324.99
14.4723.83
Sharpe Ratio
-0.640.33
-0.270.38
-0.430.03
Treynor Ratio
7.5811.53
2.1621.54
-3.31-0.45