Basic Fund Data
Fund Provider:	PowerShares Capital Management
Asset Class:	Commodity
Fund Category:	Commodity
Ticker:	DBC
Expense Ratio:	0.75%
Fund Category Expense Ratio Average:	0.73%
Options:	Yes
Fund Inception Date:	02-03-2006
Fund Structure:	Grantor Trust
Fund Weighting Restrictions:	Non-diversified Fund Rules
Fund Tracking Method:	Full Replication
Dividend Payment Frequency:
Basic Index Data
Index Name:	DB Liquid Commodity Index - Optimum Yield Excess Return
Index Provider:	Deutsche Bank
No of Index Holdings:	Under 100
Explanation of Index Strategy
Security Selection Category:	Screened
Security Selection Method:	Financial
Security Selection Frequency:	Monthly
Index Weighting Category:	Fixed Weight
Index Weighting Method:	Modified Equal
Index Weighting Frequency:	Annual

Market Price Return
1-Year:	-6.49%
3-Year annualized:	1.27%
5-Year annualized:
10-Year annualized:
Annual Performance History
2009:	9.99
2008:	-30.77
2007:	31.25%
2006:
2005:
2004:
2003:
2002:
2001:
2000:
Data as of 10/31/09

Fundamentals
Assets MM:	$3731.2
P/E Ratio:
P/B Ratio:
Median Market Cap:
12-month yield:	0%
Data as of 10/31/09

Risk / 3-Year Average
Alpha:	0.68
Beta:	0.63
Standard Deviation:	7.57
Sharpe Ratio:	-0.05
Data as of 10/31/09

Index Snapshot:

The PowerShares DB Commodity Index Tracking Fund (Ticker: DBC) seeks investment results that correspond generally to the performance, before fees and expenses, of the Deutsche Bank Liquid Commodity Index - Optimum Yield Excess Return Index. The index enters into long futures contracts and collateralizing those contracts with U.S. 3-month Treasury bills. The index is composed of futures contracts on fourteen commodities and weighted as such: Light, Sweet Crude Oil (WTI) (12.375%), Heating Oil (12.375%), RBOB Gasoline (12.375%), Natural Gas (5.500%), Brent Crude (12.375%), Gold (8.000%), Silver (2.000%), Aluminum (4.167%), Zinc (4.167%), Copper Grade A (4.167%), Corn (5.625%), Wheat (5.625%), Soybeans (5.625%), Sugar (5.625%). Throughout the year the precise weighting of each commodity in the index will change based upon price changes. The index is rebalanced annually to the base weights every November. The index provides a rules-based formula for replacing an expiring futures contract with a new contract having the highest implied roll yield.