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
0.18N/A
1.32N/A
0.71N/A
Beta
0.3N/A
0.3N/A
0.61N/A
Mean Annual Return
0.14N/A
0.05N/A
-0.03N/A
R-squared
9.03N/A
12.12N/A
33.26N/A
Standard Deviation
11.11N/A
12.77N/A
16.27N/A
Sharpe Ratio
0N/A
-0.04N/A
-0.05N/A
Treynor Ratio
-1.88N/A
-4.48N/A
-3.62N/A