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NIKKEI 225
38,385.73
+29.67
(+0.08%)
HANG SENG
19,073.71
-41.35
(-0.22%)
CRUDE OIL
78.80
+0.78
(+1.00%)
GOLD FUTURES
2,392.10
+32.20
(+1.36%)
DOW
39,847.82
+289.71
(+0.73%)
Bitcoin GBP
52,024.53
+3,438.59
(+7.08%)
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Invesco DB Commodity Tracking (DBC)
NYSEArca - Nasdaq Real-time price. Currency in USD
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23.41
+0.08
(+0.34%)
As of 03:29PM EDT. Market open.
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
DBC
Category average
5 years
DBC
Category average
10 years
DBC
Category average
Alpha
4.04
2.03
2.06
1.16
1.94
1.28
BETA
0.98
0.94
1.09
1
1.12
1.04
Mean annual return
1
0.82
0.89
0.77
0.1
0.06
R-squared
84.18
87.3
85.04
86.55
83.96
87.9
Standard deviation
16.07
15.18
18.81
17.07
17.4
15.86
Sharpe ratio
0.55
0.44
0.45
0.42
-0.02
-0.05
Treynor ratio
8.39
6.44
6.48
6.04
-1.69
-1.99
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