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PowerShares DB US Dollar Bearish ETF (UDN)

-NYSEArca
25.28 Down 0.13(0.50%) 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticUDNCategory
Alpha (against Standard Index)-12.66N/A
Beta (against Standard Index)35.30N/A
Mean Annual Return-0.21N/A
R-squared (against Standard Index)3.41N/A
Standard Deviation6.78N/A
Sharpe Ratio-0.38N/A
5 Years
StatisticUDNCategory
Alpha (against Standard Index)-14.58N/A
Beta (against Standard Index)50.21N/A
Mean Annual Return-0.15N/A
R-squared (against Standard Index)7.50N/A
Standard Deviation8.29N/A
Sharpe Ratio-0.23N/A
10 Years
StatisticUDNCategory
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