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 Dow Down0.42% Nasdaq Down0.05%

PowerShares DB Commodity Tracking ETF (DBC)

-NYSEArca
25.56 Down 0.08(0.31%) 4:00PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDBCCategory
Alpha (against Standard Index)-2.95N/A
Beta (against Standard Index)0.97N/A
Mean Annual Return-0.17N/A
R-squared (against Standard Index)90.60N/A
Standard Deviation15.11N/A
Sharpe Ratio-0.14N/A
5 Years
StatisticDBCCategory
Alpha (against Standard Index)-3.15N/A
Beta (against Standard Index)1.01N/A
Mean Annual Return0.39N/A
R-squared (against Standard Index)91.85N/A
Standard Deviation16.02N/A
Sharpe Ratio0.28N/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