DBA - Invesco DB Agriculture Fund

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsDBACategory Average
5 YearsDBACategory Average
10 YearsDBACategory Average
Alpha
-9.222.29
-7.51-2.17
-3.26N/A
Beta
0.120.6
0.310.62
0.55N/A
Mean Annual Return
-0.63-0.55
-0.73-0.6
-0.32N/A
R-squared
2.0225.88
19.8826.21
43.64N/A
Standard Deviation
9.3321.72
10.4620.79
12.87N/A
Sharpe Ratio
-0.99-0.34
-0.93-0.36
-0.34N/A
Treynor Ratio
-78.36-18.13
-32.35-20.48
-9.33N/A