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DTO: DB Crude Oil Double Short ETN (ETF)
Basic Info
Asset Class: | Trading-Inverse Commodities |
MyPlanIQ Rating: | (38%) |
Start Date: | 06/17/2008 |
Last Dividend Date: | - |
12-Mo. Yield | 0.00% |
Expenses | 0.75% |
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Performance Analytics (As of 09/04/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/17/2008 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 2.4 | -24.4 | -10.6 | -3.2 | 6.9 | 22.4 | -54.5 | 13.8 | -15.5 | -33.6 | 96.4 | 127.0 | -20.6 | 7.9 | -22.4 | -20.3 | -54.2 | 472.9 |
Sharpe Ratio | NA | -0.05 | -0.46 | -0.31 | -0.34 | -0.18 | 0.24 | -1.22 | -0.15 | -0.78 | -0.87 | 0.99 | 2.78 | -1.09 | -0.22 | -0.65 | -0.69 | -0.78 | 27.88 |
Draw Down(%) | NA | 81.0 | 81.0 | 83.5 | 83.5 | 88.9 | 81.0 | 56.9 | 48.1 | 48.1 | 60.3 | 49.9 | 31.5 | 38.4 | 36.9 | 50.1 | 36.8 | 77.0 | 19.2 |
Standard Deviation(%) | NA | 152.3 | 97.7 | 87.2 | 72.4 | 74.7 | 231.9 | 63.6 | 51.8 | 44.7 | 77.3 | 78.6 | 39.1 | 35.9 | 49.0 | 62.5 | 56.0 | 93.8 | 84.7 |
Treynor Ratio | NA | 0.06 | 0.38 | 0.2 | 0.17 | 0.1 | -0.46 | 0.47 | 0.08 | 0.9 | 0.3 | -0.51 | -1.94 | 0.31 | 0.05 | 0.28 | 0.18 | 0.36 | -32.6 |
Alpha | NA | 0.36 | -0.83 | -1.74 | -1.38 | -1.09 | 1.06 | -0.27 | -0.07 | -1.6 | -3.57 | -3.87 | 0.28 | -2.86 | -0.01 | -0.16 | -2.33 | -0.12 | 1.15 |
Beta | NA | -1.22 | -1.19 | -1.33 | -1.41 | -1.33 | -1.19 | -1.65 | -1.03 | -0.39 | -2.26 | -1.51 | -0.56 | -1.28 | -2.16 | -1.44 | -2.14 | -2.04 | -0.72 |
RSquared | NA | 0.08 | 0.08 | 0.09 | 0.12 | 0.15 | 0.07 | 0.11 | 0.12 | 0.0 | 0.15 | 0.09 | 0.03 | 0.16 | 0.32 | 0.29 | 0.48 | 0.34 | 0.19 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/17/2008
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