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PowerShares DB Commodity Short ETN (DDP)

-NYSEArca
34.23 Up 0.34(1.01%) 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDDPCategory
Alpha (against Standard Index)1.21N/A
Beta (against Standard Index)0.98N/A
Mean Annual Return0.31N/A
R-squared (against Standard Index)84.12N/A
Standard Deviation16.10N/A
Sharpe Ratio0.23N/A
5 Years
StatisticDDPCategory
Alpha (against Standard Index)3.19N/A
Beta (against Standard Index)1.03N/A
Mean Annual Return-0.35N/A
R-squared (against Standard Index)79.54N/A
Standard Deviation17.51N/A
Sharpe Ratio-0.24N/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