Find A Portfolio/Ticker
Comparison Box
ICI: iPath Optimized Currency Carry ETN (ETF)
Basic Info
Asset Class: | Currency |
MyPlanIQ Rating: | Not Rated |
Start Date: | 04/18/2008 |
Last Dividend Date: | - |
12-Mo. Yield | 0.00% |
Expenses | 0.65% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 08/28/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 04/18/2008 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | -1.1 | -0.7 | -1.7 | -2.6 | 6.1 | -12.3 | 1.6 | -4.4 | 1.3 | -10.9 | 1.7 | -1.9 | 3.1 | 4.4 | -13.1 |
Sharpe Ratio | NA | -0.21 | -0.17 | -0.09 | -0.12 | -0.12 | 1.43 | -0.69 | 0.1 | -0.11 | 0.03 | -0.56 | 0.29 | -0.21 | 0.46 | 0.76 | -1.52 |
Draw Down(%) | NA | 18.4 | 18.4 | 34.8 | 42.1 | 42.1 | 0.9 | 18.4 | 7.3 | 28.4 | 31.2 | 19.1 | 6.7 | 7.4 | 5.8 | 3.4 | 14.7 |
Standard Deviation(%) | NA | 20.7 | 16.3 | 32.0 | 23.2 | 23.0 | 8.4 | 18.9 | 12.8 | 39.2 | 50.8 | 19.4 | 5.7 | 8.9 | 6.4 | 5.7 | 12.4 |
Treynor Ratio | NA | -0.19 | -0.11 | -0.36 | -0.23 | -0.22 | 2.08 | -0.53 | 0.12 | -0.74 | -0.04 | -0.25 | 0.08 | -0.06 | 0.19 | -1.05 | -5.83 |
Alpha | NA | -0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.07 | -0.05 | 0.01 | 0.01 | 0.05 | -0.03 | 0.0 | 0.0 | 0.01 | 0.02 | -0.08 |
Beta | NA | 0.23 | 0.24 | 0.08 | 0.12 | 0.13 | 0.06 | 0.25 | 0.12 | 0.06 | -0.3 | 0.43 | 0.2 | 0.33 | 0.16 | -0.04 | 0.03 |
RSquared | NA | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.01 | 0.03 | 0.08 | 0.06 | 0.0 | 0.0 |
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 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/18/2008
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Currency Asset Class Trend Rankings |
Top Rated Funds in Currency
Best Mutual Funds
- LDMFX (LORD ABBETT EMERGING MARKETS CURRENCY FUND CLASS F) (86%)
- FDPIX (FALLING U.S. DOLLAR PROFUND FALLING U.S. DOLLAR PROFUND INVESTOR CLASS) (81%)
- RDPIX (RISING U.S. DOLLAR PROFUND RISING U.S. DOLLAR PROFUND INVESTOR CLASS) (76%)
- PLMIX (PIMCO EMERGING MARKETS CURRENCY FUND INSTITUTIONAL) (71%)
- PLMPX (PIMCO EMERGING MARKETS CURRENCY FUND CLASS P) (62%)
- MERKX (MERK HARD CURRENCY FUND INVESTOR SHARES) (57%)
- FDPSX (FALLING U.S. DOLLAR PROFUND FALLING U.S. DOLLAR PROFUND SERVICE CLASS) (52%)
- RDPSX (RISING U.S. DOLLAR PROFUND RISING U.S. DOLLAR PROFUND SERVICE CLASS) (48%)
- ECIMX (EATON VANCE DIVERSIFIED CURRENCY INCOME FUND EATON VANCE DIVERSIFIED CURRENCY INCOME FUND CLASS C) (38%)
- MHCIX (MERK HARD CURRENCY FUND INSTITUTIONAL SHARE CLASS) (5%)
Best ETFs
- DBV (Invesco DB G10 Currency Harvest Fund) (100%)
- UDN (Invesco DB US Dollar Index Bearish Fund) (95%)
- UUP (Invesco DB US Dollar Index Bullish Fund) (90%)
- CEW (WisdomTree Emerging Currency Strategy Fund) (43%)