DBC - Invesco DB Commodity Index Tracking Fund

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsDBCCategory Average
5 YearsDBCCategory Average
10 YearsDBCCategory Average
Alpha
0.65-2.82
1.59-2.23
-0.64-4.82
Beta
0.980.89
0.980.94
0.971.06
Mean Annual Return
-0.23-1.34
-0.46-0.83
-0.33-0.46
R-squared
95.2288.8
96.0788.67
94.6290.97
Standard Deviation
17.916.25
16.9716.12
16.8621.98
Sharpe Ratio
-0.25-0.98
-0.4-0.62
-0.27-0.28
Treynor Ratio
-6.13-18.01
-8.15-11.47
-6.03-7.93