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
-2.59-6.08
-4.91-8.22
-6.194.81
Beta
-4.9519.29
-4.0227.98
13.58-7.68
Mean Annual Return
-0.17-0.14
-0.4-0.06
-0.210.11
R-squared
0.543.49
0.175.28
1.24.9
Standard Deviation
5.696.1
6.856.49
7.5110.52
Sharpe Ratio
-0.62-0.35
-0.84-0.16
-0.40.04
Treynor Ratio
0.74-0.21
1.46-0.12
-0.240.01