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PowerShares DB Commodity Short ETN (DDP)

-NYSEArca
36.55 1.12(3.16%) Oct 20, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDDPCategory
Alpha (against Standard Index)1.47N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.13N/A
R-squared (against Standard Index)80.60N/A
Standard Deviation14.54N/A
Sharpe Ratio0.10N/A
5 Years
StatisticDDPCategory
Alpha (against Standard Index)2.47N/A
Beta (against Standard Index)1.04N/A
Mean Annual Return-0.23N/A
R-squared (against Standard Index)81.09N/A
Standard Deviation17.83N/A
Sharpe Ratio-0.16N/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