iPath US Alpha and Beta Analysis

iPath US Treasury Steepener ETN -- USA Etf  

USD 30.75  0.00  0.00%

This module allows you to check different measures of market premium for iPath US Treasury Steepener ETN as well as systematic risk associated with investing in iPath US over a specified time horizon. Also please take a look at World Market Map.
 Time Horizon     30 Days    Login   to change
Run Premiums

iPath US Market Premiums

α (average alpha)=0.3    β (beta)=0.2    
30 days against DJI
Risk Adjusted Performance  (0.022527)Jensen Alpha  0.0766Total Risk Alpha  (0.87)Sortino Ratio  0.0Treynor Ratio  0.1329

iPath US Fundamentals

 Better Than Average     
 Worse Than Average Compare iPath US to competition
FundamentalsiPath USPeer Average
One Year Return(11.14) % (1.25) %
Three Year Return(4.41) % 2.26 %
Five Year Return(2.62) % 0.2 %
Net Asset4.06 M888.73 M

iPath US Opportunities

iPath US Return and Market Media

The median price of iPath US for the period between Mon, Dec 18, 2017 and Wed, Jan 17, 2018 is 30.75 with a coefficient of variation of 1.16. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 30.77, and mean deviation of 0.3. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)