- Portfolio Overview
- Holdings
- Performance
- Calculators
- Rolling Returns
- Drawdowns
Portfolio Overview
DXCTX: DireXion Commodity Strategy Fund, which uses exactly the S&P CTI. The fund started from 6/13/2008. The other similar fund is LSC: Elements S&P CTI ETN. It started 6/24/2008.
Holdings
Historical Performance
P S and P Commodity Trend Indicators Strategy Historical Returns
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| P S and P Commodity Trend Indicators Strategy | NA | 2.04% | -22.49% | -5.49% | -3.34% | -2.16% | NA | … | … |
| DBC (Invesco DB Commodity Index Tracking Fund) | NA | 2.69% | -1.36% | 17.33% | 4.19% | 0.60% | NA | … | … |
| Ticker/Portfolio | Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | P S and P Com… Strategy | 0.72 | 2.04 | -22.49 | -5.49 | -3.34 | -2.16 | NA | … | … | NA | -3.18 | 7.95 | -59.03 | 20.32 | 27.57 | 5.52 | -2.05 | 0.41 | -0.44 | 3.33 | -1.14 | -3.67 | 5.88 | -7.38 | -5.47 | 3.17 | 2.26 | 23.81 | 15.94 | NA |
| DBC (Invesco …ing Fund) | 1.35 | 2.69 | -1.36 | 17.33 | 4.19 | 0.60 | NA | … | … | NA | 8.10 | 2.18 | -6.19 | 19.32 | 41.36 | -7.84 | 11.84 | -11.62 | 4.86 | 18.56 | -27.59 | -28.10 | -7.63 | 3.50 | -2.58 | 11.90 | 16.19 | -31.80 | 31.58 | 2.78 | |
| Sharpe Ratio | P S and P Com… Strategy | NA | -0.96 | -0.60 | -0.22 | -0.18 | NA | NA | … | … | NA | -0.48 | 0.46 | -0.75 | 1.21 | 1.88 | 0.52 | -0.52 | -0.13 | -0.15 | 0.30 | -0.18 | -0.55 | 0.99 | -0.97 | -0.44 | 0.24 | 0.14 | 1.07 | 0.92 | NA |
| DBC (Invesco …ing Fund) | NA | 2.01 | 0.65 | 0.49 | 0.39 | NA | NA | … | … | 3.53 | 0.39 | -0.10 | -0.63 | 0.68 | 2.10 | -0.37 | 0.77 | -0.90 | 0.34 | 1.03 | -1.55 | -2.44 | -0.72 | 0.23 | -0.13 | 0.60 | 0.59 | -0.93 | 1.61 | -0.02 | |
| Standard Deviation(%) | P S and P Com… Strategy | NA | 8.84 | 48.98 | 39.17 | 28.25 | NA | NA | … | … | NA | 9.30 | 9.42 | 83.94 | 15.57 | 14.62 | 10.11 | 6.72 | 7.61 | 7.32 | 10.52 | 6.54 | 6.71 | 5.88 | 7.69 | 12.40 | 13.05 | 15.58 | 21.27 | 16.72 | NA |
| DBC (Invesco …ing Fund) | NA | 18.93 | 16.32 | 19.27 | 17.89 | NA | NA | … | … | 23.91 | 15.31 | 13.92 | 15.85 | 26.57 | 19.73 | 21.88 | 13.46 | 14.54 | 12.40 | 17.85 | 17.84 | 11.52 | 10.61 | 14.88 | 20.77 | 19.54 | 27.40 | 35.05 | 17.75 | 19.54 | |
| Draw Down(%) | P S and P Com… Strategy | NA | 9.21 | 62.99 | 62.99 | 62.99 | NA | NA | … | … | NA | 9.21 | 10.55 | 59.96 | 10.30 | 7.06 | 8.04 | 8.33 | 6.41 | 7.10 | 10.81 | 7.95 | 8.61 | 4.39 | 10.83 | 16.56 | 16.80 | 10.24 | 14.92 | 3.84 | NA |
| DBC (Invesco …ing Fund) | NA | 7.76 | 13.82 | 27.36 | 41.70 | NA | NA | … | … | 7.76 | 12.27 | 12.20 | 12.33 | 23.19 | 11.58 | 35.15 | 9.79 | 21.36 | 14.39 | 11.08 | 28.76 | 31.46 | 12.24 | 18.91 | 19.89 | 17.57 | 20.18 | 57.58 | 8.01 | 14.37 | |
| Yield(%) | P S and P Com… Strategy | NA | 2.11 | 0.75 | 0.45 | 0.22 | NA | NA | … | … | NA | NA | 0.00 | 0.94 | 0.17 | 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 | 1.96 | NA |
| DBC (Invesco …ing Fund) | 0.00 | 3.44 | 4.40 | 3.21 | 2.30 | 0.78 | 1.06 | … | … | 0.00 | 3.45 | 5.11 | 4.53 | 0.70 | 0.00 | 0.00 | 1.75 | 1.13 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.02 | 3.18 | 2.45 |
Data as of 03/31/2025, Common starting date is 10/01/2007
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P S and P Commodity Trend Indicators Strategy Historical Return Chart
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Rolling Returns
From 10/01/2007 to 06/04/2025, the worst annualized return of 3-year rolling returns for P S and P Commodity Trend Indicators Strategy is
-25.97%.
From 10/01/2007 to 06/04/2025, the worst annualized return of 5-year rolling returns for P S and P Commodity Trend Indicators Strategy is
-8.26%.
From 10/01/2007 to 06/04/2025, the worst annualized return of 10-year rolling returns for P S and P Commodity Trend Indicators Strategy is
-4.38%.
Maximum Drawdown
P S and P Commodity Trend Indicators Strategy Maximum Drawdown