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iPath US Treasury 10-year Bear ETN (DTYS)

-NYSEArca
22.72 Up 0.39(1.75%) 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticDTYSCategory
Alpha (against Standard Index)12.98N/A
Beta (against Standard Index)-8.12N/A
Mean Annual Return-0.52N/A
R-squared (against Standard Index)86.94N/A
Standard Deviation23.23N/A
Sharpe Ratio-0.27N/A
5 Years
StatisticDTYSCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationNaNN/A
Sharpe RatioNaNN/A
10 Years
StatisticDTYSCategory
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