DBP - Invesco DB Precious Metals Fund

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsDBPCategory Average
5 YearsDBPCategory Average
10 YearsDBPCategory Average
Alpha
2.562.3
3.260.51
3.710.03
Beta
0.030.32
0.150.58
0.450.64
Mean Annual Return
0.35-0.2
0.29-0.35
0.240.83
R-squared
0.117.78
2.7616.64
15.1324.88
Standard Deviation
10.4719.57
13.6622.66
18.2824.61
Sharpe Ratio
0.23-0.12
0.17-0.19
0.120.39
Treynor Ratio
75.07-12.56
9.44-11.65
1.3111.76