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PowerShares DB Commodity Double Shrt ETN (DEE)

-NYSEArca
33.47 0.09(0.27%) Aug 27, 11:59AM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDEECategory
Alpha (against Standard Index)5.80N/A
Beta (against Standard Index)1.95N/A
Mean Annual Return0.65N/A
R-squared (against Standard Index)83.86N/A
Standard Deviation32.23N/A
Sharpe Ratio0.24N/A
5 Years
StatisticDEECategory
Alpha (against Standard Index)7.00N/A
Beta (against Standard Index)2.05N/A
Mean Annual Return-0.54N/A
R-squared (against Standard Index)79.78N/A
Standard Deviation35.06N/A
Sharpe Ratio-0.19N/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