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    PowerShares DB Commodity Tracking ETF (DBC)

    -NYSEArca
    19.22 Up 0.28(1.48%) Dec 19, 4:00PM EST

    Risk as of Nov 29, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticDBCCategory
    Alpha (against Standard Index)-3.96N/A
    Beta (against Standard Index)0.97N/A
    Mean Annual Return-0.78N/A
    R-squared (against Standard Index)88.53N/A
    Standard Deviation13.66N/A
    Sharpe Ratio-0.69N/A
    5 Years
    StatisticDBCCategory
    Alpha (against Standard Index)-3.57N/A
    Beta (against Standard Index)1.00N/A
    Mean Annual Return-0.21N/A
    R-squared (against Standard Index)92.63N/A
    Standard Deviation16.64N/A
    Sharpe Ratio-0.16N/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