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PowerShares DB Commodity Short ETN (DDP)

-NYSEArca
33.00 0.00(0.00%) Aug 20, 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDDPCategory
Alpha (against Standard Index)2.53N/A
Beta (against Standard Index)0.97N/A
Mean Annual Return0.30N/A
R-squared (against Standard Index)83.86N/A
Standard Deviation16.11N/A
Sharpe Ratio0.22N/A
5 Years
StatisticDDPCategory
Alpha (against Standard Index)3.10N/A
Beta (against Standard Index)1.03N/A
Mean Annual Return-0.30N/A
R-squared (against Standard Index)79.62N/A
Standard Deviation17.57N/A
Sharpe Ratio-0.21N/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