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PowerShares DB Commodity Short ETN (DDP)

-NYSEArca
31.61 0.15(0.46%) Jul 23, 4:00PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDDPCategory
Alpha (against Standard Index)2.86N/A
Beta (against Standard Index)0.98N/A
Mean Annual Return0.07N/A
R-squared (against Standard Index)83.83N/A
Standard Deviation16.00N/A
Sharpe Ratio0.05N/A
5 Years
StatisticDDPCategory
Alpha (against Standard Index)3.27N/A
Beta (against Standard Index)1.02N/A
Mean Annual Return-0.40N/A
R-squared (against Standard Index)79.39N/A
Standard Deviation17.24N/A
Sharpe Ratio-0.28N/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