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PowerShares DB US Dollar Bearish ETF (UDN)

-NYSEArca
26.66 0.06(0.22%) Jul 29, 4:00PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticUDNCategory
Alpha (against Standard Index)-10.00N/A
Beta (against Standard Index)29.48N/A
Mean Annual Return-0.14N/A
R-squared (against Standard Index)2.40N/A
Standard Deviation7.06N/A
Sharpe Ratio-0.24N/A
5 Years
StatisticUDNCategory
Alpha (against Standard Index)-12.10N/A
Beta (against Standard Index)46.82N/A
Mean Annual Return0.05N/A
R-squared (against Standard Index)8.29N/A
Standard Deviation8.13N/A
Sharpe Ratio0.07N/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