Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DGL (Invesco DB Gold Fund) | NA | 11,588.77% | 424.80% | 175.96% | 61.62% | 41.35% | NA | … | … |
Data as of 03/16/2023, Common starting date is 01/05/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DGL (Invesco DB Gold Fund) | 01/05/2007 | 03/16/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 12,023.23 | 11,588.77 | 424.80 | 175.96 | 61.62 | 41.35 | NA | … | … | 12,295.18 | -0.87 | -5.42 | 22.29 | 16.69 | -2.98 | 11.81 | 6.84 | -11.45 | -3.02 | -29.63 | 5.33 | 8.55 | 27.89 | 22.03 | 2.64 | 34.48 |
| Sharpe Ratio | NA | 24.09 | 1.53 | 0.81 | 0.40 | NA | NA | … | … | 2,066,253,675.86 | -0.15 | -0.39 | 1.08 | 1.32 | -0.43 | 1.12 | 0.41 | -0.81 | -0.20 | -1.33 | 0.35 | 0.41 | 1.67 | 1.04 | 0.05 | 1.90 |
| Standard Deviation(%) | NA | 480.96 | 277.46 | 215.23 | 152.56 | NA | NA | … | … | 1,066.47 | 15.37 | 13.79 | 20.33 | 11.61 | 10.03 | 10.04 | 16.28 | 14.24 | 15.48 | 22.23 | 15.36 | 20.58 | 16.63 | 21.12 | 33.36 | 16.86 |
| Draw Down(%) | NA | 18.70 | 24.69 | 24.69 | 37.57 | NA | NA | … | … | 7.20 | 21.93 | 14.47 | 14.76 | 6.66 | 14.32 | 8.17 | 18.45 | 20.60 | 18.64 | 31.11 | 14.29 | 18.78 | 7.97 | 13.01 | 29.29 | 7.17 |
| Yield(%) | 99.18 | 94.26 | 38.85 | 25.64 | 9.74 | 9.55 | 11.28 | … | … | 100.73 | 0.68 | 0.00 | 0.00 | 2.18 | 1.39 | 0.11 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.80 | 3.36 |
Data as of 03/16/2023, Common starting date is 01/05/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DGL (Invesco DB Gold Fund) |
-16.00%
Nov 2012 – Nov 2015 |
-9.15%
Nov 2011 – Nov 2016 |
-2.28%
Sep 2012 – Sep 2022 |
2.69%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DGL (Invesco DB Gold Fund) |
31.17%
Oct 2008 – Oct 2011 |
18.03%
Feb 2007 – Feb 2012 |
5.10%
Aug 2007 – Aug 2017 |
5.59%
Mar 2007 – Mar 2022 |
Annualized Rolling Returns Comparison Chart