UDN - Invesco DB US Dollar Index Bearish Fund

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsUDNCategory Average
5 YearsUDNCategory Average
10 YearsUDNCategory Average
Alpha
-1.39-6.08
-3.52-8.22
-6.444.81
Beta
3.8219.29
1.0727.98
14.42-7.68
Mean Annual Return
0.09-0.14
-0.18-0.06
-0.20.11
R-squared
0.443.49
0.025.28
1.54.9
Standard Deviation
5.286.1
6.676.49
7.4310.52
Sharpe Ratio
-0.11-0.35
-0.49-0.16
-0.40.04
Treynor Ratio
-0.19-0.21
-3.27-0.12
-0.220.01