ELEMENTS Rogers Intl Commodity Engy ETN
(PCQ: RJN)
6.73
+0.04
+0.54%
+0.04
+0.54%
MORE ON RJN
QUICK STATS
| Latest price | 6.73 | Change | +0.04 | |
| Net assets | 59.85 Mil | % Change | +0.54% | |
| YTD | +2.60 % | |||
| Category | Commodities Energy | |||
| Fund family name | ELEMENTS | |||
| Index tracked | Morningstar Long-Only Commodity TR | |||
| Inception date | 10/17/2007 | |||
| Turnover ratio | NA | |||
| Detailed quote | Last price update 6/19/2013 2:16 PM ET ET | |||
OVERVIEW
The investment seeks to replicate, net of expenses, the Rogers International Commodity Index – Energy Total Return index.
The index represents the value of a basket of 6 energy commodity futures contracts.
ANNUAL RETURNS
| 2010 | 2011 | 2012 | |
|---|---|---|---|
| MKT | NA | NA | NA |
| NAV | 2.38 | 3.41 | -2.1 |
MODERN PORTFOLIO THEORY STATISTICS
| MEASUREMENT |
STANDARD INDEX Morningstar Long-Only Commodity TR |
|---|---|
| R-Squared (1-year) | 67.5 |
| Beta (1-year) | 0.98 |
| Alpha (1-year) | -3.1 |
DATA PROVIDERS
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Fundamental company data and historical chart data provided by Morningstar Inc. Real-time index quotes and delayed quotes supplied by Morningstar Inc. Quotes delayed by up to 15 minutes, except where indicated otherwise. Fund summary, fund performance and dividend data provided by Morningstar Inc. Analyst recommendations provided by Zacks Investment Research. StockScouter data provided by Verus Analytics. IPO data provided by Hoover's Inc. Index membership data provided by Morningstar Inc.
ASSET ALLOCATION
| Prospectus Objectives | Commodities Energy |
FEES AND EXPENSES
| Expense Ratio | 0.75% |
| Gross Expense Ratio | 0.75% |
| Net Expense Ratio | 0.75% |
| Management Fee | 0.75% |
VOLATILITY MEASURES
| 1-year standard deviation | 20.41 |
| Mean | 0.51 |
| 1-Year Treynor ratio | 7.69 |
| 3-year Sharpe ratio | 0.3 |
- What does this mean?
- Morningstar portfolio data through