lexsort_depth not returning the correct number
``` python
keys = [('a', 'b', 'c'), ('d', 'e', 'f', 'g', 'h'), ('i', 'j', 'k', 'l')]

pd.MultiIndex.from_tuples(keys).lexsort_depth
Out[106]: 5
```

work correctly while:

``` python
keys = [('spot_es', 'spot', 'es'),
 ('prod_de_wind_ecen', 'prod', 'de', 'wind', 'ecen'),
 ('avu_fr_maxe-1', 'avu', 'fr', 'maxe-1')]

pd.MultiIndex.from_tuples(keys).lexsort_depth
Out[108]: 0
```

does not

``` python
pd.__version__
Out[128]: '0.15.1'
```
