UDN - Invesco DB US Dollar Index Bearish Fund

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsUDNCategory Average
5 YearsUDNCategory Average
10 YearsUDNCategory Average
Alpha
-2.4-6.08
-4.65-8.22
-84.81
Beta
-8.3319.29
-6.6227.98
23.88-7.68
Mean Annual Return
-0.21-0.14
-0.42-0.06
-0.140.11
R-squared
1.453.49
0.445.28
5.084.9
Standard Deviation
5.676.1
6.86.49
7.7210.52
Sharpe Ratio
-0.68-0.35
-0.87-0.16
-0.280.04
Treynor Ratio
0.48-0.21
0.91-0.12
-0.10.01