Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DTO (DB Crude Oil Double Short ETN) | NA | 14.72% | -22.93% | -3.22% | -3.64% | NA | NA | … | … |
Data as of 05/20/2020, Common starting date is 06/17/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DTO (DB Crude Oil Double Short ETN) | 06/17/2008 | 05/20/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -55.21 | 14.72 | -22.93 | -3.22 | -3.64 | NA | NA | … | … | 22.36 | -54.50 | 13.77 | -15.45 | -33.61 | 96.40 | 126.98 | -20.63 | 7.89 | -22.36 | -20.25 | -54.19 | 472.89 |
| Sharpe Ratio | NA | -0.05 | -0.46 | -0.31 | -0.34 | NA | NA | … | … | 0.24 | -1.22 | -0.15 | -0.78 | -0.87 | 0.99 | 2.78 | -1.09 | -0.22 | -0.65 | -0.69 | -0.78 | 27.88 |
| Standard Deviation(%) | NA | 152.26 | 97.68 | 87.22 | 72.40 | NA | NA | … | … | 231.89 | 63.56 | 51.78 | 44.74 | 77.32 | 78.62 | 39.07 | 35.92 | 49.04 | 62.46 | 55.96 | 93.84 | 84.73 |
| Draw Down(%) | NA | 81.03 | 81.03 | 83.51 | 83.51 | NA | NA | … | … | 81.03 | 56.92 | 48.14 | 48.12 | 60.28 | 49.88 | 31.46 | 38.44 | 36.89 | 50.14 | 36.85 | 77.05 | 19.16 |
| 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 |
Data as of 05/20/2020, Common starting date is 06/17/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTO (DB Crude Oil Double Short ETN) |
-43.74%
Feb 2009 – Feb 2012 |
-30.39%
Feb 2009 – Feb 2014 |
-12.10%
Apr 2009 – Apr 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTO (DB Crude Oil Double Short ETN) |
74.04%
Jun 2014 – Jun 2017 |
34.01%
Mar 2011 – Mar 2016 |
14.30%
Apr 2010 – Apr 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart