Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DEE (DB Commodity Double Short ETN) | NA | 0.00% | 0.00% | -7.22% | 5.88% | NA | NA | 5.48% |
Data as of 08/23/2021, AR inception is 05/01/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DEE (DB Commodity Double Short ETN) | 05/01/2008 | 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 | 0.00 | -7.22 | 5.88 | NA | NA | 5.48 | 0.00 | 0.00 | 0.00 | -28.57 | 4.72 | -23.52 | 80.04 | 91.40 | 5.28 | -13.54 | -12.43 | -30.83 | -31.39 | 168.18 |
| Sharpe Ratio | NA | 0.00 | -0.02 | -0.24 | 0.13 | NA | NA | 0.11 | 0.00 | 0.00 | 0.00 | -0.90 | -3.15 | -0.79 | 1.21 | 2.76 | -0.28 | -0.76 | -0.61 | -1.17 | -0.85 | 4.82 |
| Standard Deviation(%) | NA | 18.89 | 33.55 | 33.49 | 43.74 | NA | NA | 46.79 | NA | 54.68 | NA | 55.75 | 4.63 | 72.72 | 50.65 | 26.39 | 46.84 | 42.31 | 50.34 | 42.20 | 58.98 | 65.02 |
| Draw Down(%) | NA | 12.34 | 30.19 | 31.25 | 54.55 | NA | NA | 75.76 | 0.00 | 30.19 | 0.00 | 28.57 | 0.00 | 39.23 | 25.01 | 8.03 | 22.21 | 36.67 | 31.48 | 44.48 | 52.15 | 35.93 |
| 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 05/01/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DEE (DB Commodity Double Short ETN) |
-33.05%
Feb 2009 - Feb 2012 |
-21.86%
Feb 2009 - Feb 2014 |
-4.96%
Apr 2009 - Apr 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DEE (DB Commodity Double Short ETN) |
60.61%
Jan 2013 - Jan 2016 |
32.15%
Apr 2011 - Apr 2016 |
11.37%
Jun 2008 - Jun 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart