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PowerShares Dynamic Market (PWC)

70.19 Down 0.68(0.96%) 10:07AM EDT
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Risk as of Mar 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-2.19N/A
Beta (against Standard Index)1.29N/A
Mean Annual Return1.38N/A
R-squared (against Standard Index)93.77N/A
Standard Deviation16.67N/A
Sharpe Ratio0.99N/A
5 Years
Alpha (against Standard Index)-1.38N/A
Beta (against Standard Index)1.06N/A
Mean Annual Return1.69N/A
R-squared (against Standard Index)88.51N/A
Standard Deviation15.85N/A
Sharpe Ratio1.27N/A
10 Years
Alpha (against Standard Index)0.70N/A
Beta (against Standard Index)1.02N/A
Mean Annual Return0.76N/A
R-squared (against Standard Index)89.08N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio6.36N/A