iPath Seasonal Alpha and Beta Analysis

iPath Seasonal Natural Gas ETN -- USA Etf  

USD 17.86  0.05  0.28%

This module allows you to check different measures of market premium for iPath Seasonal Natural Gas ETN as well as systematic risk associated with investing in iPath Seasonal over a specified time horizon. Additionally see Investing Opportunities.
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

iPath Seasonal Market Premiums

α (average alpha)=0.3    β (beta)=0.15    
30 days against DJI
Risk Adjusted Performance  (0.005457)Jensen Alpha  (0.41)Total Risk Alpha  (1.1)Sortino Ratio  0.0Treynor Ratio  (0.048934)

iPath Seasonal Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare iPath Seasonal to competition
FundamentalsiPath SeasonalPeer Average
One Year Return1.88 % (1.25) %
Three Year Return(13.39) % 2.26 %
Five Year Return(8.9) % 0.2 %
Net Asset679.42 K888.73 M
   

iPath Seasonal Opportunities

iPath Seasonal Return and Market Media

The median price of iPath Seasonal for the period between Sat, Sep 23, 2017 and Mon, Oct 23, 2017 is 18.07 with a coefficient of variation of 2.39. The daily time series for the period is distributed with a sample standard deviation of 0.43, arithmetic mean of 18.17, and mean deviation of 0.32. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline