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PowerShares DB Commodity Tracking ETF (DBC)

-NYSEArca
23.68 Down 0.07(0.29%) Sep 19, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDBCCategory
Alpha (against Standard Index)-1.73N/A
Beta (against Standard Index)0.96N/A
Mean Annual Return-0.42N/A
R-squared (against Standard Index)91.30N/A
Standard Deviation15.12N/A
Sharpe Ratio-0.34N/A
5 Years
StatisticDBCCategory
Alpha (against Standard Index)-2.40N/A
Beta (against Standard Index)0.99N/A
Mean Annual Return0.31N/A
R-squared (against Standard Index)92.32N/A
Standard Deviation16.06N/A
Sharpe Ratio0.22N/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