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PowerShares DB Commodity Short ETN (DDP)

30.19 Up 0.11(0.37%) Apr 17, 4:00PM EDT
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Risk as of Mar 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)2.36N/A
Beta (against Standard Index)1.01N/A
Mean Annual Return0.26N/A
R-squared (against Standard Index)85.03N/A
Standard Deviation16.78N/A
Sharpe Ratio0.18N/A
5 Years
Alpha (against Standard Index)2.96N/A
Beta (against Standard Index)1.05N/A
Mean Annual Return-0.59N/A
R-squared (against Standard Index)82.10N/A
Standard Deviation18.59N/A
Sharpe Ratio-0.38N/A