Citigroup ETNs linked to the VelocityShares Daily 4X Long USD vs. AUD Index (DAUD)
NYSEArca - Nasdaq Real-time price. Currency in USD
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As of 10:17AM EDT. Market open.
Risk statistics
3 yearsDAUDCategory average
5 yearsDAUDCategory average
10 yearsDAUDCategory average
Alpha
0-6.08
0-8.22
04.81
BETA
019.29
027.98
0-7.68
Mean annual return
0-0.14
0-0.06
00.11
R-squared
03.49
05.28
04.9
Standard deviation
06.1
06.49
010.52
Sharpe ratio
0-0.35
0-0.16
00.04
Treynor ratio
0-0.21
0-0.12
00.01
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