UUP - Invesco DB US Dollar Bullish

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsUUPCategory Average
5 YearsUUPCategory Average
10 YearsUUPCategory Average
Alpha
-1.48-6.08
1.85-8.22
3.424.81
Beta
4.3919.29
7.3627.98
-11.13-7.68
Mean Annual Return
0.03-0.14
0.32-0.06
0.060.11
R-squared
0.323.49
0.515.28
1.724.9
Standard Deviation
6.286.1
6.746.49
7.9410.52
Sharpe Ratio
-0.12-0.35
0.47-0.16
0.040.04
Treynor Ratio
-0.21-0.21
0.41-0.12
00.01