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PowerShares DB US Dollar Bearish ETF (UDN)

-NYSEArca
26.23 0.00(0.00%) 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticUDNCategory
Alpha (against Standard Index)-12.65N/A
Beta (against Standard Index)35.43N/A
Mean Annual Return-0.22N/A
R-squared (against Standard Index)3.38N/A
Standard Deviation7.14N/A
Sharpe Ratio-0.38N/A
5 Years
StatisticUDNCategory
Alpha (against Standard Index)-12.33N/A
Beta (against Standard Index)45.74N/A
Mean Annual Return-0.02N/A
R-squared (against Standard Index)7.18N/A
Standard Deviation8.13N/A
Sharpe Ratio-0.04N/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