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PowerShares DB Multi-Sector Commodity Trust - PowerShares DB Gold Fund (DGL)

-NYSEArca
37.77 Up 0.09(0.24%) 8:00PM EST

Risk as of Nov 29, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDGLCategory
Alpha (against Standard Index)0.74N/A
Beta (against Standard Index)0.21N/A
Mean Annual Return-0.19N/A
R-squared (against Standard Index)5.05N/A
Standard Deviation16.28N/A
Sharpe Ratio-0.15N/A
5 Years
StatisticDGLCategory
Alpha (against Standard Index)-4.67N/A
Beta (against Standard Index)0.37N/A
Mean Annual Return-0.67N/A
R-squared (against Standard Index)11.34N/A
Standard Deviation17.63N/A
Sharpe Ratio-0.46N/A
10 Years
StatisticDGLCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A