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DB Commodity Short ETN (DDP)

-NYSEArca
57.80 0.00(0.00%) Feb 10, 3:22PM EST

Risk as of Jan 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDDPCategory
Alpha (against Standard Index)5.24N/A
Beta (against Standard Index)0.96N/A
Mean Annual Return2.14N/A
R-squared (against Standard Index)90.32N/A
Standard Deviation16.38N/A
Sharpe Ratio1.57N/A
5 Years
StatisticDDPCategory
Alpha (against Standard Index)2.54N/A
Beta (against Standard Index)1.01N/A
Mean Annual Return1.20N/A
R-squared (against Standard Index)85.14N/A
Standard Deviation18.46N/A
Sharpe Ratio0.78N/A
10 Years
StatisticDDPCategory
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