DBC - PowerShares DB Commodity Tracking ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsDBCCategory Average
5 YearsDBCCategory Average
10 YearsDBCCategory Average
Alpha
0.29-2.82
-1.16-2.23
-0.56-4.82
Beta
0.970.89
0.950.94
11.06
Mean Annual Return
-1.02-1.34
-0.95-0.83
-0.29-0.46
R-squared
96.4788.8
94.1788.67
93.8490.97
Standard Deviation
16.5816.25
14.2816.12
2021.98
Sharpe Ratio
-0.76-0.98
-0.82-0.62
-0.19-0.28
Treynor Ratio
-13.54-18.01
-12.66-11.47
-5.74-7.93