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iPath Pure Beta Broad Commodity ETN (BCM)

NYSEArca - Nasdaq Real-time price. Currency in USD
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42.870.00 (0.00%)
At close: 02:39PM EDT

Risk statistics

3 yearsBCMCategory average
5 yearsBCMCategory average
10 yearsBCMCategory average
Alpha
4.682.03
3.141.16
2.231.28
BETA
0.860.94
0.921
0.971.04
Mean annual return
1.650.82
0.610.77
0.120.06
R-squared
83.8987.3
85.1386.55
88.0287.9
Standard deviation
15.4115.18
16.1317.07
14.6615.86
Sharpe ratio
1.170.44
0.350.42
0.03-0.05
Treynor ratio
21.816.44
4.986.04
-0.69-1.99