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PowerShares DB Commodity Double Shrt ETN (DEE)

-NYSEArca
41.66 Up 0.88(2.15%) Nov 26, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDEECategory
Alpha (against Standard Index)7.71N/A
Beta (against Standard Index)1.88N/A
Mean Annual Return1.01N/A
R-squared (against Standard Index)82.15N/A
Standard Deviation26.34N/A
Sharpe Ratio0.46N/A
5 Years
StatisticDEECategory
Alpha (against Standard Index)6.60N/A
Beta (against Standard Index)2.07N/A
Mean Annual Return-0.11N/A
R-squared (against Standard Index)81.12N/A
Standard Deviation35.23N/A
Sharpe Ratio-0.04N/A
10 Years
StatisticDEECategory
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