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Invesco DB Commodity Index Tracking Fund (DBC)

NYSEArca - NYSEArca Delayed price. Currency in USD
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23.11+0.03 (+0.13%)
At close: 04:00PM EDT

Risk statistics

3 yearsDBCCategory average
5 yearsDBCCategory average
10 yearsDBCCategory average
Alpha
4.042.03
2.061.16
1.941.28
BETA
0.980.94
1.091
1.121.04
Mean annual return
10.82
0.890.77
0.10.06
R-squared
84.1887.3
85.0486.55
83.9687.9
Standard deviation
16.0715.18
18.8117.07
17.415.86
Sharpe ratio
0.550.44
0.450.42
-0.02-0.05
Treynor ratio
8.396.44
6.486.04
-1.69-1.99