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OIL: iPath S&P GSCI Crude Oil TR ETN (ETF)
Basic Info
Asset Class: | Commodities Energy |
MyPlanIQ Rating: | (76%) |
Start Date: | 04/21/2011 |
Last Dividend Date: | - |
12-Mo. Yield | 0.00% |
Expenses | 0.75% |
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Performance Analytics (As of 07/18/2023)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Inception** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -13.0 | -72.3 | 15.5 | 1.2 | -0.3 | -6.8 | 29.9 | 40.1 | 12.3 | 32.5 | -19.8 | 3.5 | 83.5 | -50.3 | -45.8 | 6.1 | -13.3 | -15.0 | -1.0 | 11.2 | -58.6 | 47.5 | -21.3 |
Sharpe Ratio | NA | -0.49 | -0.27 | 0.04 | 0.0 | 0.0 | -0.56 | 0.64 | 2.16 | 0.01 | 0.3 | -1.39 | -0.67 | 0.63 | -1.5 | -2.57 | -0.64 | -1.21 | -1.12 | -0.67 | -0.15 | -1.51 | 0.9 | -3.06 |
Draw Down(%) | NA | 25.3 | 99.2 | 99.2 | 99.2 | 99.2 | 17.3 | 31.7 | 15.2 | 99.2 | 23.0 | 42.4 | 25.0 | 28.6 | 52.1 | 51.8 | 17.1 | 31.4 | 35.8 | 26.1 | 44.6 | 76.6 | 16.5 | 25.0 |
Standard Deviation(%) | NA | 33.8 | 273.5 | 361.0 | 253.8 | 229.2 | 30.0 | 44.6 | 32.2 | 902.9 | 31.2 | 29.7 | 23.7 | 77.6 | 46.0 | 25.0 | 19.4 | 26.5 | 36.5 | 29.4 | 49.7 | 51.6 | 28.5 | 25.4 |
Treynor Ratio | NA | -0.11 | 24.26 | 0.0 | 0.0 | 0.0 | -0.12 | 0.18 | 0.47 | 0.0 | 0.04 | -0.25 | -0.2 | 0.19 | -0.3 | -0.35 | -0.09 | -0.2 | -0.28 | -0.15 | -0.05 | -0.6 | 0.2 | -0.77 |
Alpha | NA | 0.0 | 0.0 | 42.6 | 20.09 | 16.22 | 0.0 | 0.01 | 0.01 | 255.96 | 0.15 | 0.07 | -0.22 | 1.92 | 2.23 | 0.06 | 0.59 | -0.03 | 0.1 | -0.03 | 0.01 | -0.09 | 0.07 | -0.22 |
Beta | NA | 1.52 | -0.03 | -37.2 | -24.52 | -20.48 | 1.43 | 1.55 | 1.47 | -103.68 | 2.08 | 1.63 | 0.8 | 2.55 | 2.28 | 1.82 | 1.4 | 1.57 | 1.48 | 1.35 | 1.59 | 1.3 | 1.3 | 1.0 |
RSquared | NA | 0.76 | 0.0 | 0.0 | 0.0 | 0.0 | 0.66 | 0.85 | 0.83 | 0.0 | 0.82 | 0.64 | 0.18 | 0.22 | 0.78 | 0.71 | 0.59 | 0.78 | 0.8 | 0.81 | 0.77 | 0.78 | 0.7 | 0.57 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/20/2011
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