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DPU: DB Commodity Long ETN (ETF)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | (16%) |
Start Date: | 05/23/2008 |
Last Dividend Date: | - |
12-Mo. Yield | 0.00% |
Expenses | 0.75% |
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Performance Analytics (As of 08/23/2021)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 05/23/2008 |
2021 | 2020 | 2019 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.0 | 0.0 | -6.7 | -7.8 | 0.0 | 0.0 | 0.0 | 0.0 | 7.1 | -27.9 | -6.3 | -25.8 | -2.0 | -3.3 | 9.9 | 17.4 | -47.8 |
Sharpe Ratio | NA | 0.0 | -0.05 | -0.05 | -0.2 | -0.23 | 0.0 | -0.01 | 0.0 | 0.0 | 0.14 | -0.63 | -0.15 | -0.67 | -0.05 | -0.09 | 0.35 | 0.44 | -1.86 |
Draw Down(%) | NA | 13.7 | 13.7 | 13.7 | 69.9 | 79.8 | 0.0 | 13.7 | 0.0 | 0.0 | 33.6 | 37.6 | 33.1 | 42.3 | 20.0 | 25.6 | 16.6 | 20.8 | 58.4 |
Standard Deviation(%) | NA | 21.1 | 16.3 | 13.9 | 35.9 | 35.4 | NA | 25.7 | NA | 0.0 | 50.3 | 44.1 | 41.1 | 38.6 | 40.6 | 37.2 | 28.0 | 39.4 | 35.8 |
Treynor Ratio | NA | 0.01 | -0.22 | -0.21 | -0.7 | -0.42 | NA | -0.04 | NA | NA | -0.3 | -3.13 | -0.18 | -1.75 | -0.09 | -0.08 | 0.15 | 0.43 | -6.21 |
Alpha | NA | 0.02 | 0.0 | 0.0 | -0.02 | -0.02 | 0.0 | 0.01 | 0.0 | 0.0 | 0.09 | -0.09 | -0.01 | -0.11 | 0.01 | 0.01 | 0.01 | 0.05 | -0.38 |
Beta | NA | -0.05 | 0.04 | 0.04 | 0.1 | 0.19 | 0.0 | 0.06 | 0.0 | 0.0 | -0.23 | 0.09 | 0.35 | 0.15 | 0.23 | 0.42 | 0.67 | 0.4 | 0.11 |
RSquared | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.07 | 0.19 | 0.08 | 0.02 |
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 05/23/2008
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