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PowerShares DB Commodity Tracking ETF (DBC)

-NYSEArca
21.74 0.23(1.07%) Nov 21, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDBCCategory
Alpha (against Standard Index)-2.84N/A
Beta (against Standard Index)0.94N/A
Mean Annual Return-0.55N/A
R-squared (against Standard Index)87.90N/A
Standard Deviation12.75N/A
Sharpe Ratio-0.52N/A
5 Years
StatisticDBCCategory
Alpha (against Standard Index)-3.01N/A
Beta (against Standard Index)0.99N/A
Mean Annual Return0.02N/A
R-squared (against Standard Index)92.70N/A
Standard Deviation16.29N/A
Sharpe Ratio0.01N/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