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Invesco DB Commodity Index Tracking Fund (DBC)

NYSEArca - Nasdaq Real-time price. Currency in USD
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23.07+0.01 (+0.02%)
As of 03:55PM EDT. Market open.

Risk statistics

3 yearsDBCCategory average
5 yearsDBCCategory average
10 yearsDBCCategory average
Alpha
2.861.72
2.181.28
1.551.02
BETA
0.960.93
1.080.99
1.121.04
Mean annual return
0.780.68
0.910.79
0.090.06
R-squared
83.1987.14
84.3986.69
83.7487.92
Standard deviation
15.9415.13
18.5416.82
17.3915.85
Sharpe ratio
0.370.31
0.460.43
-0.03-0.06
Treynor ratio
5.224.19
6.756.3
-1.88-2.07