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PDBC: Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (ETF)
Basic Info 14.04 0.05(0.35%) May 08
Asset Class: | EQUITY |
MyPlanIQ Rating: | (97%) |
Start Date: | 11/10/2014 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 4.01% |
Expenses | - |
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Performance Analytics (As of 05/07/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.1 | 5.6 | 4.8 | 9.8 | 9.6 | 6.3 | -6.2 | 19.2 | 41.8 | -7.8 | 11.4 | -12.8 | 5.0 | 18.0 | -26.9 | -15.0 |
Sharpe Ratio | NA | 1.02 | 0.27 | 0.4 | 0.38 | 0.02 | -0.65 | 0.68 | 2.14 | -0.37 | 0.74 | -0.96 | 0.35 | 0.98 | -1.39 | -3.59 |
Draw Down(%) | NA | 3.8 | 11.9 | 27.5 | 33.2 | 49.3 | 12.8 | 23.4 | 11.6 | 33.2 | 10.3 | 22.0 | 14.5 | 11.4 | 29.1 | 15.0 |
Standard Deviation(%) | NA | 11.2 | 14.1 | 20.4 | 20.0 | 18.3 | 16.2 | 26.4 | 19.5 | 21.7 | 13.5 | 14.7 | 12.5 | 18.1 | 19.3 | 19.3 |
Treynor Ratio | NA | -4.41 | 0.24 | 0.33 | 0.25 | 0.01 | -0.34 | 1.04 | 0.74 | -0.24 | 0.24 | -0.44 | 0.27 | 0.32 | -0.88 | -1.62 |
Alpha | NA | 0.05 | 0.0 | 0.03 | 0.02 | -0.01 | -0.06 | 0.09 | 0.09 | -0.06 | 0.0 | -0.05 | 0.01 | 0.04 | -0.12 | -0.48 |
Beta | NA | -0.03 | 0.16 | 0.25 | 0.31 | 0.32 | 0.31 | 0.17 | 0.56 | 0.34 | 0.41 | 0.32 | 0.16 | 0.56 | 0.31 | 0.43 |
RSquared | NA | 0.0 | 0.02 | 0.05 | 0.11 | 0.11 | 0.07 | 0.03 | 0.16 | 0.3 | 0.15 | 0.14 | 0.01 | 0.18 | 0.06 | 0.08 |
Yield(%) | N/A | 0.0 | 4.0 | 16.6 | 12.0 | N/A | 3.9 | 13.7 | 47.0 | 0.0 | 1.5 | 0.9 | 3.9 | 7.3 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -71.0 | N/A | N/A | N/A | -71.0 | -73.0 | N/A | -100.0 | 53.3 | -77.6 | -40.2 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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