Invesco DB Energy (DBE)
20.56
+0.21
(+1.01%)
USD |
NYSEARCA |
May 17, 16:00
20.45
-0.11
(-0.54%)
After-Hours: 20:00
DBE Max Drawdown (5Y): 60.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 60.83% |
March 31, 2024 | 60.83% |
February 29, 2024 | 60.83% |
January 31, 2024 | 60.83% |
December 31, 2023 | 60.83% |
November 30, 2023 | 60.83% |
October 31, 2023 | 60.83% |
September 30, 2023 | 60.83% |
August 31, 2023 | 60.83% |
July 31, 2023 | 60.83% |
June 30, 2023 | 60.83% |
May 31, 2023 | 60.83% |
April 30, 2023 | 60.83% |
March 31, 2023 | 60.83% |
February 28, 2023 | 60.83% |
January 31, 2023 | 60.83% |
December 31, 2022 | 60.83% |
November 30, 2022 | 60.83% |
October 31, 2022 | 60.83% |
September 30, 2022 | 60.83% |
August 31, 2022 | 60.83% |
July 31, 2022 | 60.83% |
June 30, 2022 | 60.83% |
May 31, 2022 | 62.45% |
April 30, 2022 | 64.09% |
Date | Value |
---|---|
March 31, 2022 | 65.37% |
February 28, 2022 | 65.37% |
January 31, 2022 | 65.37% |
December 31, 2021 | 65.37% |
November 30, 2021 | 65.37% |
October 31, 2021 | 65.37% |
September 30, 2021 | 65.37% |
August 31, 2021 | 65.37% |
July 31, 2021 | 65.37% |
June 30, 2021 | 65.37% |
May 31, 2021 | 65.42% |
April 30, 2021 | 65.42% |
March 31, 2021 | 65.42% |
February 28, 2021 | 65.42% |
January 31, 2021 | 68.83% |
December 31, 2020 | 68.83% |
November 30, 2020 | 72.74% |
October 31, 2020 | 73.39% |
September 30, 2020 | 73.39% |
August 31, 2020 | 73.39% |
July 31, 2020 | 73.39% |
June 30, 2020 | 73.39% |
May 31, 2020 | 73.39% |
April 30, 2020 | 73.39% |
March 31, 2020 | 73.39% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
60.83%
Minimum
Jun 2022
73.39%
Maximum
May 2019
66.21%
Average
65.37%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
United States Gasoline | 78.93% |
United States 12 Month Natural Gas | 74.31% |
iPath® Bloomberg Copper SubTR ETN | 57.29% |
iPath® Bloomberg Grains SubTR ETN | 68.06% |
United States 12 Month Oil | 66.02% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.235 |
Beta (5Y) | 1.543 |
Alpha (vs YCharts Benchmark) (5Y) | -2.235 |
Beta (vs YCharts Benchmark) (5Y) | 1.543 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.16% |
Historical Sharpe Ratio (5Y) | 0.1814 |
Historical Sortino (5Y) | 0.2445 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.66% |