UUP - Invesco DB US Dollar Bullish

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsUUPCategory Average
5 YearsUUPCategory Average
10 YearsUUPCategory Average
Alpha
-0.84-6.08
1.75-8.22
3.134.81
Beta
5.519.29
8.0327.98
-9.43-7.68
Mean Annual Return
0.09-0.14
0.32-0.06
0.020.11
R-squared
0.463.49
0.565.28
4.074.9
Standard Deviation
6.66.1
6.746.49
8.1910.52
Sharpe Ratio
0.01-0.35
0.48-0.16
-0.020.04
Treynor Ratio
-0.03-0.21
0.38-0.12
0.050.01