Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| UDN (Invesco DB US Dollar Index Bearish Fund) | 11.97% | 8.31% | 5.50% | 0.46% | -0.16% | -1.10% | NA | -0.72% |
Data as of 07/11/2025, AR inception is 02/20/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UDN (Invesco DB US Dollar Index Bearish Fund) | 02/20/2007 | 07/11/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.43 | 8.31 | 5.50 | 0.46 | -0.16 | -1.10 | NA | -0.72 | 11.97 | -4.53 | 4.88 | -7.95 | -7.03 | 6.20 | -0.98 | -5.02 | 9.50 | -4.48 | -9.85 | -12.20 | -0.55 | 1.34 | -0.92 | -1.60 | 5.19 | -4.53 | 12.08 |
| Sharpe Ratio | NA | 0.64 | 0.27 | -0.21 | -0.24 | NA | NA | -0.21 | 2.41 | -1.83 | 0.09 | -0.96 | -1.31 | 0.79 | -0.51 | -1.00 | 1.46 | -0.60 | -0.99 | -2.16 | -0.09 | 0.20 | -0.10 | -0.18 | 0.47 | -0.43 | 1.83 |
| Standard Deviation(%) | NA | 7.93 | 7.99 | 7.35 | 7.15 | NA | NA | 8.00 | 8.82 | 6.07 | 7.28 | 9.75 | 5.39 | 7.53 | 4.67 | 6.33 | 6.10 | 7.80 | 10.01 | 5.66 | 6.86 | 6.64 | 9.39 | 9.18 | 10.84 | 12.68 | 6.10 |
| Draw Down(%) | NA | 8.59 | 8.59 | 23.28 | 25.73 | NA | NA | 41.69 | 3.07 | 7.54 | 6.32 | 17.64 | 8.63 | 8.29 | 4.76 | 9.85 | 3.96 | 11.10 | 11.32 | 13.38 | 6.85 | 6.34 | 8.76 | 14.22 | 7.68 | 18.79 | 3.75 |
| Yield(%) | 0.00 | 4.89 | 3.71 | 1.94 | 1.17 | 0.67 | 0.62 | 0.69 | 0.00 | 4.87 | 5.25 | 0.64 | 0.00 | 0.00 | 1.36 | 1.18 | 0.12 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.54 | 1.60 |
Data as of 07/11/2025, AR inception is 02/20/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UDN (Invesco DB US Dollar Index Bearish Fund) |
-8.90%
Dec 2013 - Dec 2016 |
-5.49%
Nov 2011 - Nov 2016 |
-4.26%
Sep 2012 - Sep 2022 |
-2.87%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UDN (Invesco DB US Dollar Index Bearish Fund) |
4.65%
Jun 2022 - Jun 2025 |
2.19%
Feb 2009 - Feb 2014 |
-0.20%
Jun 2015 - Jun 2025 |
-0.90%
Jun 2010 - Jun 2025 |
Annualized Rolling Returns Comparison Chart