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PowerShares DB Commodity Tracking ETF (DBC)

-NYSEArca
25.03 Up 0.07(0.28%) 9:30AM EDT - Nasdaq Real Time Price

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDBCCategory
Alpha (against Standard Index)-2.77N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return-0.40N/A
R-squared (against Standard Index)90.41N/A
Standard Deviation15.11N/A
Sharpe Ratio-0.32N/A
5 Years
StatisticDBCCategory
Alpha (against Standard Index)-3.06N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.27N/A
R-squared (against Standard Index)91.93N/A
Standard Deviation16.13N/A
Sharpe Ratio0.19N/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