Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DBV (Invesco DB G10 Currency Harvest Fund) | NA | -101.66% | nan% | nan% | nan% | nan% | NA | … | … |
Data as of 04/28/2023, Common starting date is 09/18/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DBV (Invesco DB G10 Currency Harvest Fund) | 09/18/2006 | 04/28/2023 |
| 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 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.61 | -101.66 | nan | nan | nan | nan | NA | … | … | -101.69 | 4.23 | 3.08 | -1.19 | 4.78 | 0.37 | -4.36 | 6.30 | -8.61 | 0.47 | -2.79 | 10.06 | 0.08 | 0.85 | 21.22 | -28.34 | 8.98 | 3.63 |
| Sharpe Ratio | NA | -0.24 | -0.22 | -0.20 | -0.17 | NA | NA | … | … | -0.14 | 0.27 | 0.38 | -0.11 | 0.57 | -0.07 | -0.61 | 0.77 | -0.77 | 0.07 | -0.33 | 1.46 | 0.00 | 0.05 | 1.19 | -1.18 | 0.48 | 1.67 |
| Standard Deviation(%) | NA | 377.72 | 217.56 | 168.74 | 119.46 | NA | NA | … | … | 739.24 | 10.63 | 8.13 | 13.34 | 5.81 | 14.36 | 8.25 | 7.94 | 11.23 | 6.20 | 8.52 | 6.91 | 12.89 | 16.15 | 17.68 | 24.66 | 12.13 | 5.84 |
| Draw Down(%) | NA | 101.81 | 101.81 | 101.81 | 101.81 | NA | NA | … | … | 101.85 | 5.61 | 6.61 | 15.71 | 3.60 | 10.88 | 10.13 | 3.60 | 14.15 | 6.34 | 11.64 | 8.88 | 11.54 | 10.49 | 10.19 | 32.21 | 9.60 | 2.57 |
| Yield(%) | 0.00 | 98.44 | 37.80 | 22.04 | 9.65 | 6.69 | 5.51 | … | … | 102.07 | 0.76 | 0.00 | 0.00 | 1.45 | 1.17 | 0.08 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.99 | 3.07 | 0.24 |
Data as of 04/28/2023, Common starting date is 09/18/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DBV (Invesco DB G10 Currency Harvest Fund) |
-50.20%
Feb 2020 – Feb 2023 |
-33.78%
Feb 2018 – Feb 2023 |
-19.61%
Feb 2013 – Feb 2023 |
-13.50%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DBV (Invesco DB G10 Currency Harvest Fund) |
10.53%
Feb 2009 – Feb 2012 |
6.24%
Jan 2009 – Jan 2014 |
2.94%
Jan 2009 – Jan 2019 |
0.56%
Oct 2006 – Oct 2021 |
Annualized Rolling Returns Comparison Chart