|DTO -- USA Etf|| |
USD 57.39 1.38 2.35%
We consider DB Crude not too volatile. DB Crude Oil
retains Efficiency (Sharpe Ratio) of 0.0632 which denotes DB Crude Oil
had 0.0632% of return per unit of price deviation over the last 1 month. Our way in which we are predicting volatility of a etf is to use all available market data together with company specific technical indicators
that cannot be diversified away. We have found twenty-one technical indicators
for DB Crude which you can use to evaluate future volatility of the entity. Please confirm DB Crude Oil Double Short ETN Standard Deviation
of 2.32 to check if risk estimate we provide are consistent with the epected return of 0.1542%.