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    More On CMD


    ProShares UltraShort Bloomberg Commodity (CMD)

    -NYSEArca
    81.76 Up 0.65(0.80%) Dec 19, 4:00PM EST

    Risk as of Nov 29, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCMDCategory
    Alpha (against Standard Index)7.62N/A
    Beta (against Standard Index)1.73N/A
    Mean Annual Return1.22N/A
    R-squared (against Standard Index)86.76N/A
    Standard Deviation24.93N/A
    Sharpe Ratio0.59N/A
    5 Years
    StatisticCMDCategory
    Alpha (against Standard Index)7.48N/A
    Beta (against Standard Index)1.95N/A
    Mean Annual Return0.37N/A
    R-squared (against Standard Index)92.12N/A
    Standard Deviation31.90N/A
    Sharpe Ratio0.14N/A
    10 Years
    StatisticCMDCategory
    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