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iPath Series B Bloomberg Cotton Subindex Total Return ETN (BAL)

NYSEArca - Nasdaq Real-time price. Currency in USD
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61.00-0.18 (-0.29%)
At close: 09:55AM EDT

Risk statistics

3 yearsBALCategory average
5 yearsBALCategory average
10 yearsBALCategory average
Alpha
4.471.34
0.843.3
01.78
BETA
1.170.63
1.140.78
00.87
Mean annual return
2.040.63
0.470.84
00.13
R-squared
36.2521.54
3924.46
026.74
Standard deviation
32.1221.76
29.6125.05
023.89
Sharpe ratio
0.710.25
0.140.4
00.04
Treynor ratio
16.729.94
-0.3423.88
0-0.19