Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BCM (iPath® Pure Beta Broad Commodity ETN) | NA | -1.36% | 17.75% | 8.23% | 0.62% | NA | NA | … | … |
Data as of 07/21/2023, Common starting date is 04/21/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BCM (iPath® Pure Beta Broad Commodity ETN) | 04/21/2011 | 07/21/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.36 | 17.75 | 8.23 | 0.62 | NA | NA | … | … | -6.19 | 16.82 | 30.31 | 3.09 | 13.00 | -11.90 | 7.33 | 14.55 | -25.61 | -19.06 | -11.45 | 3.86 | -14.56 |
| Sharpe Ratio | NA | -0.31 | 0.79 | 0.34 | -0.01 | NA | NA | … | … | -1.24 | 0.53 | 1.80 | 0.11 | 1.04 | -0.99 | 0.64 | 0.88 | -1.54 | -2.04 | -0.99 | 0.28 | -0.90 |
| Standard Deviation(%) | NA | 15.99 | 20.80 | 20.68 | 17.31 | NA | NA | … | … | 12.54 | 29.18 | 16.85 | 26.09 | 11.12 | 13.39 | 10.56 | 16.23 | 16.67 | 9.37 | 11.57 | 13.71 | 22.58 |
| Draw Down(%) | NA | 11.15 | 22.77 | 29.71 | 49.21 | NA | NA | … | … | 10.59 | 22.77 | 10.21 | 27.58 | 8.52 | 18.22 | 11.07 | 9.30 | 28.46 | 24.09 | 15.28 | 15.56 | 18.94 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/21/2023, Common starting date is 04/21/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BCM (iPath® Pure Beta Broad Commodity ETN) |
-19.80%
Jan 2013 – Jan 2016 |
-12.12%
Aug 2011 – Aug 2016 |
-2.85%
Aug 2011 – Aug 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BCM (iPath® Pure Beta Broad Commodity ETN) |
26.01%
Mar 2020 – Mar 2023 |
14.27%
May 2017 – May 2022 |
2.32%
May 2012 – May 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart