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Monday, December 21, 2009, 4:59PM ET - U.S. Markets Closed.
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PowerShares Dynamic Consumer Disc (PEZ)
At
4:00PM ET
:
19.84
0.32
(1.64%)
MORE ON PEZ
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PEZ
Category
Alpha (against Standard Index)
-4.60
0.30
Beta (against Standard Index)
0.98
1.13
Mean Annual Return
-0.70
-0.37
R-squared (against Standard Index)
80.50
77.61
Standard Deviation
21.70
N/A
Sharpe Ratio
-0.49
-0.27
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