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    PowerShares DB Commodity Tracking ETF (DBC)

    -NYSEArca
    15.70 Down 0.03(0.19%) Feb 24, 4:00PM EST
    |After Hours : 15.70 0.00 (0.00%) Feb 24, 4:13PM EST

    Risk as of Jan 30, 2017Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticDBCCategory
    Alpha (against Standard Index)-0.37N/A
    Beta (against Standard Index)0.96N/A
    Mean Annual Return-1.14N/A
    R-squared (against Standard Index)96.14N/A
    Standard Deviation17.16N/A
    Sharpe Ratio-0.81N/A
    5 Years
    StatisticDBCCategory
    Alpha (against Standard Index)-2.01N/A
    Beta (against Standard Index)0.95N/A
    Mean Annual Return-0.84N/A
    R-squared (against Standard Index)93.60N/A
    Standard Deviation15.64N/A
    Sharpe Ratio-0.66N/A
    10 Years
    StatisticDBCCategory
    Alpha (against Standard Index)-1.12N/A
    Beta (against Standard Index)1.00N/A
    Mean Annual Return-0.14N/A
    R-squared (against Standard Index)93.75N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio-4.40N/A