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PowerShares DB US Dollar Bearish ETF (UDN)

-NYSEArca
25.21 0.01(0.04%) Sep 29, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticUDNCategory
Alpha (against Standard Index)-14.66N/A
Beta (against Standard Index)40.23N/A
Mean Annual Return-0.26N/A
R-squared (against Standard Index)3.95N/A
Standard Deviation7.19N/A
Sharpe Ratio-0.44N/A
5 Years
StatisticUDNCategory
Alpha (against Standard Index)-13.50N/A
Beta (against Standard Index)50.08N/A
Mean Annual Return-0.05N/A
R-squared (against Standard Index)7.74N/A
Standard Deviation8.16N/A
Sharpe Ratio-0.09N/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