Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DYY (DB Commodity Double Long ETN) | NA | 0.00% | -9.07% | -6.45% | -14.70% | NA | NA | -17.44% |
Data as of 08/23/2021, AR inception is 05/08/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DYY (DB Commodity Double Long ETN) | 05/08/2008 | 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 | -9.07 | -6.45 | -14.70 | NA | NA | -17.44 | 0.00 | 0.00 | 5.96 | -46.97 | -2.06 | 22.40 | -18.09 | -42.32 | -27.14 | 0.33 | -8.20 | 19.62 | 37.50 | -76.41 |
| Sharpe Ratio | NA | 0.00 | -0.24 | -0.13 | -0.26 | NA | NA | -0.30 | 0.00 | 0.00 | 0.22 | -0.83 | -0.03 | 0.23 | -0.22 | -1.20 | -1.01 | 0.01 | -0.18 | 0.49 | 0.65 | -0.99 |
| Standard Deviation(%) | NA | 56.67 | 40.23 | 56.61 | 57.91 | NA | NA | 58.23 | NA | 56.21 | 20.86 | 57.88 | 83.05 | 95.46 | 80.86 | 35.23 | 26.98 | 37.88 | 44.59 | 39.67 | 57.71 | 91.09 |
| Draw Down(%) | NA | 32.64 | 54.34 | 68.04 | 88.87 | NA | NA | 95.92 | 0.00 | 32.64 | 12.44 | 51.83 | 53.12 | 41.59 | 53.85 | 53.54 | 30.67 | 45.82 | 44.36 | 32.15 | 36.55 | 85.38 |
| 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 05/08/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DYY (DB Commodity Double Long ETN) |
-39.08%
Jan 2013 - Jan 2016 |
-30.51%
Apr 2011 - Apr 2016 |
-21.70%
Jun 2008 - Jun 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DYY (DB Commodity Double Long ETN) |
36.32%
Feb 2009 - Feb 2012 |
8.28%
Feb 2009 - Feb 2014 |
-7.80%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart