DJP: iPath® Bloomberg Commodity Index Total Return(SM) ETN (ETF)
Basic Info 32.53 0.04(0.12%) May 10
| Asset Class: | COMMODITIES BROAD BASKET |
| MyPlanIQ Rating: | (86%) |
| Start Date: | 10/31/2006 |
| Last Dividend Date: | 06/07/2017 |
| 12-Mo. Yield | 0.00% |
| Expenses | 0.70% |
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Performance Analytics (As of 05/10/2024)
| Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 10/31/2006 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 1.7 | 7.0 | 5.7 | 6.7 | 8.2 | -2.0 | -0.8 | -2.3 | -9.8 | 17.5 | 31.1 | -4.1 | 7.6 | -13.1 | 0.7 | 12.9 | -28.2 | -18.6 | -11.1 | -2.1 | -14.0 | 16.2 | 20.1 | -37.4 | 14.9 | 0.9 |
| Sharpe Ratio | NA | 1.57 | 0.14 | 0.22 | 0.35 | -0.18 | NA | -0.17 | -0.96 | 0.61 | 1.69 | -0.21 | 0.6 | -1.09 | 0.01 | 0.77 | -1.7 | -1.69 | -1.03 | -0.15 | -0.73 | 0.9 | 0.78 | -1.23 | 0.81 | 0.16 |
| Draw Down(%) | NA | 4.2 | 11.3 | 29.0 | 31.4 | 60.5 | NA | 78.4 | 13.2 | 21.1 | 12.0 | 31.4 | 9.2 | 17.4 | 12.8 | 9.9 | 30.6 | 26.6 | 16.1 | 15.8 | 23.7 | 16.6 | 18.3 | 55.8 | 8.3 | 5.1 |
| Standard Deviation(%) | NA | 10.8 | 13.3 | 20.0 | 19.1 | 16.7 | NA | 18.1 | 14.8 | 26.6 | 18.4 | 20.6 | 11.8 | 13.2 | 11.2 | 16.4 | 16.6 | 11.0 | 10.9 | 14.3 | 19.3 | 17.9 | 25.6 | 31.1 | 14.7 | 12.9 |
| Treynor Ratio | NA | 0.2 | 0.02 | 0.05 | 0.08 | -0.04 | NA | -0.04 | -0.18 | 0.18 | 0.37 | -0.05 | 0.09 | -0.2 | 0.0 | 0.14 | -0.32 | -0.22 | -0.13 | -0.03 | -0.16 | 0.19 | 0.23 | -0.48 | 0.17 | 0.04 |
| Alpha | NA | 0.02 | 0.0 | -0.01 | 0.0 | -0.01 | NA | -0.01 | -0.04 | 0.0 | -0.01 | 0.01 | 0.0 | -0.02 | -0.01 | -0.01 | -0.02 | 0.03 | -0.02 | -0.02 | -0.05 | 0.02 | 0.02 | -0.07 | -0.02 | -0.04 |
| Beta | NA | 0.87 | 0.87 | 0.89 | 0.87 | 0.86 | NA | 0.84 | 0.77 | 0.91 | 0.83 | 0.86 | 0.79 | 0.72 | 0.8 | 0.88 | 0.88 | 0.84 | 0.89 | 0.87 | 0.89 | 0.87 | 0.85 | 0.8 | 0.69 | 0.57 |
| RSquared | NA | 0.75 | 0.83 | 0.83 | 0.82 | 0.82 | NA | 0.82 | 0.78 | 0.83 | 0.8 | 0.82 | 0.83 | 0.64 | 0.78 | 0.91 | 0.91 | 0.76 | 0.76 | 0.82 | 0.91 | 0.89 | 0.83 | 0.82 | 0.69 | 0.51 |
| Yield(%) | N/A | 0.0 | 0.0 | 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 | 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 | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/31/2006
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