Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DDPXF (DB Commodity Short ETN) | NA | 50.81% | -23.47% | -14.25% | -3.05% | NA | NA | … | … |
Data as of 03/07/2023, Common starting date is 05/01/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DDPXF (DB Commodity Short ETN) | 05/01/2008 | 03/07/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 50.81 | -23.47 | -14.25 | -3.05 | NA | NA | … | … | 11.33 | -38.06 | -39.81 | 22.84 | -4.29 | 3.19 | -18.03 | -6.35 | 33.63 | 108.11 | -32.08 | -2.17 | -3.45 | -14.15 | -16.30 | 72.44 |
| Sharpe Ratio | NA | -0.04 | -0.06 | -0.06 | -0.04 | NA | NA | … | … | NA | -0.07 | -0.18 | 0.29 | -0.20 | 0.01 | -0.12 | -0.05 | 0.57 | 2.20 | -0.89 | -0.03 | -0.09 | -0.52 | -0.50 | 3.26 |
| Standard Deviation(%) | NA | 740.69 | 358.49 | 277.90 | 97.42 | NA | NA | … | … | 0.00 | 720.96 | 200.47 | 94.03 | 29.78 | 192.15 | 148.12 | 147.78 | 58.70 | 49.04 | 36.18 | 70.54 | 38.68 | 27.20 | 32.51 | 38.17 |
| Draw Down(%) | NA | 54.28 | 72.48 | 75.64 | 78.77 | NA | NA | … | … | 0.00 | 54.28 | 39.81 | 0.00 | 4.46 | 24.70 | 23.76 | 35.71 | 15.20 | 10.37 | 36.86 | 41.52 | 17.57 | 24.73 | 28.79 | 19.33 |
| 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 | 0.00 |
Data as of 03/07/2023, Common starting date is 05/01/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DDPXF (DB Commodity Short ETN) |
-32.35%
May 2019 – May 2022 |
-15.96%
May 2017 – May 2022 |
-9.47%
May 2012 – May 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DDPXF (DB Commodity Short ETN) |
37.58%
Dec 2013 – Dec 2016 |
19.12%
Mar 2015 – Mar 2020 |
8.22%
Nov 2008 – Nov 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart