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BCM: iPath® Pure Beta Broad Commodity ETN (ETF)
Basic Info
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (35%) |
Start Date: | 04/21/2011 |
Last Dividend Date: | 06/07/2017 |
12-Mo. Yield | 0.00% |
Expenses | 0.60% |
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Performance Analytics (As of 07/21/2023)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 04/21/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -1.4 | 17.7 | 8.3 | 0.7 | -1.3 | -6.2 | 16.8 | 30.3 | 3.1 | 13.0 | -11.9 | 7.3 | 14.6 | -25.6 | -19.1 | -11.5 | 3.9 | -14.6 |
Sharpe Ratio | NA | -0.31 | 0.79 | 0.34 | -0.01 | -0.11 | -1.24 | 0.53 | 1.8 | 0.11 | 1.04 | -0.99 | 0.64 | 0.88 | -1.54 | -2.04 | -0.99 | 0.28 | -0.9 |
Draw Down(%) | NA | 11.2 | 22.8 | 29.7 | 49.2 | 57.8 | 10.6 | 22.8 | 10.2 | 27.6 | 8.5 | 18.2 | 11.1 | 9.3 | 28.5 | 24.1 | 15.3 | 15.6 | 18.9 |
Standard Deviation(%) | NA | 16.0 | 20.8 | 20.7 | 17.3 | 17.2 | 12.5 | 29.2 | 16.8 | 26.1 | 11.1 | 13.4 | 10.6 | 16.2 | 16.7 | 9.4 | 11.6 | 13.7 | 22.6 |
Treynor Ratio | NA | -0.07 | 0.2 | 0.09 | 0.0 | -0.02 | -0.24 | 0.17 | 0.37 | 0.04 | 0.15 | -0.18 | 0.1 | 0.17 | -0.3 | -0.3 | -0.14 | 0.06 | -0.28 |
Alpha | NA | 0.0 | -0.01 | 0.01 | 0.0 | 0.0 | -0.04 | 0.0 | -0.01 | 0.04 | 0.01 | -0.02 | 0.01 | 0.0 | -0.01 | 0.0 | -0.02 | 0.01 | -0.02 |
Beta | NA | 0.75 | 0.84 | 0.79 | 0.79 | 0.77 | 0.64 | 0.89 | 0.82 | 0.69 | 0.79 | 0.72 | 0.67 | 0.83 | 0.87 | 0.63 | 0.82 | 0.61 | 0.73 |
RSquared | NA | 0.82 | 0.73 | 0.59 | 0.64 | 0.61 | 0.73 | 0.67 | 0.92 | 0.32 | 0.92 | 0.62 | 0.62 | 0.83 | 0.86 | 0.6 | 0.57 | 0.43 | 0.51 |
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 04/21/2011
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