Dow Down0.92% Nasdaq Down0.83%

PowerShares DB Commodity Tracking ETF (DBC)

-NYSEArca
22.04 Down 0.25(1.12%) 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDBCCategory
Alpha (against Standard Index)-1.82N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return-0.23N/A
R-squared (against Standard Index)88.80N/A
Standard Deviation13.38N/A
Sharpe Ratio-0.21N/A
5 Years
StatisticDBCCategory
Alpha (against Standard Index)-2.43N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.19N/A
R-squared (against Standard Index)92.64N/A
Standard Deviation16.42N/A
Sharpe Ratio0.13N/A
10 Years
StatisticDBCCategory
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