Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/06/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DJP (iPath Bloomberg Commodity Index Total Return ETN) | 5.55% | 4.41% | -4.69% | 15.50% | 1.31% | -0.86% | NA | -1.98% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DJP (iPath Bloomberg Commodity Index Total Return ETN) | 10/31/2006 | 05/06/2025 |
The return data shown below all have the same latest date: 05/06/2025.
AR inception is since 10/31/2006.
AR inception is since 10/31/2006.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.24 | 4.41 | -4.69 | 15.50 | 1.31 | -0.86 | NA | -1.98 | 5.55 | 4.54 | -9.85 | 17.46 | 31.05 | -4.12 | 7.63 | -13.07 | 0.74 | 12.86 | -28.22 | -18.61 | -11.12 | -2.11 | -14.01 | 16.23 | 20.09 | -37.42 | 14.90 | 0.87 |
| Sharpe Ratio | NA | -0.04 | -0.51 | 0.71 | -0.02 | NA | NA | -0.17 | 0.66 | -0.15 | -0.96 | 0.61 | 1.69 | -0.21 | 0.60 | -1.09 | 0.01 | 0.77 | -1.70 | -1.69 | -1.03 | -0.15 | -0.73 | 0.90 | 0.78 | -1.23 | 0.81 | 0.16 |
| Standard Deviation(%) | NA | 15.85 | 17.67 | 18.51 | 16.93 | NA | NA | 17.96 | 18.15 | 13.47 | 14.77 | 26.62 | 18.36 | 20.64 | 11.79 | 13.15 | 11.17 | 16.39 | 16.59 | 11.04 | 10.88 | 14.26 | 19.33 | 17.91 | 25.60 | 31.05 | 14.68 | 12.89 |
| Draw Down(%) | NA | 13.41 | 28.98 | 28.98 | 47.27 | NA | NA | 78.35 | 11.09 | 13.41 | 13.20 | 21.07 | 12.03 | 31.35 | 9.24 | 17.37 | 12.75 | 9.87 | 30.58 | 26.62 | 16.07 | 15.75 | 23.72 | 16.59 | 18.27 | 55.76 | 8.29 | 5.14 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DJP (iPath Bloomberg Commodity Index Total Return ETN) |
-20.81%
Jan 2013 - Jan 2016 |
-16.31%
Feb 2011 - Feb 2016 |
-10.21%
Jun 2008 - Jun 2018 |
-5.51%
Jun 2008 - Jun 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DJP (iPath Bloomberg Commodity Index Total Return ETN) |
24.46%
Apr 2020 - Apr 2023 |
16.39%
Mar 2020 - Mar 2025 |
2.45%
Mar 2015 - Mar 2025 |
-0.27%
Apr 2009 - Apr 2024 |
Annualized Rolling Returns Comparison Chart