Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DDP (PowerShares DB Commodity Short ETN) | NA | 0.00% | 0.72% | -3.52% | 3.75% | NA | NA | 5.13% |
Data as of 08/23/2021, AR inception is 05/23/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DDP (PowerShares DB Commodity Short ETN) | 05/23/2008 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 0.72 | -3.52 | 3.75 | NA | NA | 5.13 | 0.00 | 0.00 | 0.17 | 3.19 | -21.18 | -2.60 | 28.49 | 108.11 | -32.08 | -2.17 | -3.45 | -14.16 | -16.29 | 95.80 |
| Sharpe Ratio | NA | 0.00 | 0.00 | -0.11 | 0.07 | NA | NA | 0.11 | 0.00 | -0.01 | -0.16 | 0.04 | -0.42 | -0.04 | 0.52 | 2.75 | -0.94 | -0.03 | -0.11 | -0.61 | -0.54 | 5.39 |
| Standard Deviation(%) | NA | 17.38 | 27.70 | 38.68 | 47.10 | NA | NA | 43.54 | NA | 31.26 | 7.90 | 49.48 | 51.61 | 74.91 | 55.03 | 39.33 | 34.20 | 64.32 | 32.94 | 23.54 | 30.30 | 37.46 |
| Draw Down(%) | NA | 11.41 | 27.60 | 36.47 | 61.20 | NA | NA | 61.52 | 0.00 | 16.61 | 3.83 | 27.60 | 26.70 | 35.71 | 32.84 | 10.38 | 36.86 | 41.52 | 17.57 | 24.73 | 28.79 | 13.10 |
| 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 | 0.00 | 0.00 |
Data as of 08/23/2021, AR inception is 05/23/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DDP (PowerShares DB Commodity Short ETN) |
-16.47%
Feb 2009 - Feb 2012 |
-15.21%
Feb 2009 - Feb 2014 |
-1.37%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DDP (PowerShares DB Commodity Short ETN) |
37.58%
Dec 2013 - Dec 2016 |
17.47%
Apr 2011 - Apr 2016 |
8.18%
Jun 2008 - Jun 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart