DBC - Invesco DB Commodity Index Tracking Fund

NYSEArca - Nasdaq Real-time price. Currency in USD

Risk statistics

3 yearsDBCCategory average
5 yearsDBCCategory average
10 yearsDBCCategory average
Alpha
7.48-2.82
2.23-2.23
1.4-4.82
BETA
0.980.89
1.080.94
1.111.06
Mean annual return
2.3-1.34
0.7-0.83
0.06-0.46
R-squared
78.2388.8
80.0888.67
83.0690.97
Standard deviation
17.5216.25
19.2716.12
17.1321.98
Sharpe ratio
1.48-0.98
0.35-0.62
-0.02-0.28
Treynor ratio
28.85-18.01
4.79-11.47
-1.57-7.93