Invesco DB Oil (DBO)
15.62
+0.44
(+2.90%)
USD |
NYSEARCA |
May 28, 16:00
15.62
0.00 (0.00%)
After-Hours: 20:00
DBO Max Drawdown (5Y): 64.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.42% |
March 31, 2024 | 68.13% |
February 29, 2024 | 68.13% |
January 31, 2024 | 68.13% |
December 31, 2023 | 68.13% |
November 30, 2023 | 68.13% |
October 31, 2023 | 71.65% |
September 30, 2023 | 73.32% |
August 31, 2023 | 73.32% |
July 31, 2023 | 73.32% |
June 30, 2023 | 73.32% |
May 31, 2023 | 73.32% |
April 30, 2023 | 73.32% |
March 31, 2023 | 73.32% |
February 28, 2023 | 73.32% |
January 31, 2023 | 73.32% |
December 31, 2022 | 73.32% |
November 30, 2022 | 73.32% |
October 31, 2022 | 73.32% |
September 30, 2022 | 73.32% |
August 31, 2022 | 73.32% |
July 31, 2022 | 73.32% |
June 30, 2022 | 73.32% |
May 31, 2022 | 74.05% |
April 30, 2022 | 75.02% |
Date | Value |
---|---|
March 31, 2022 | 75.95% |
February 28, 2022 | 75.95% |
January 31, 2022 | 75.95% |
December 31, 2021 | 75.95% |
November 30, 2021 | 75.95% |
October 31, 2021 | 75.95% |
September 30, 2021 | 75.95% |
August 31, 2021 | 75.95% |
July 31, 2021 | 75.95% |
June 30, 2021 | 75.95% |
May 31, 2021 | 75.95% |
April 30, 2021 | 75.95% |
March 31, 2021 | 75.95% |
February 28, 2021 | 75.95% |
January 31, 2021 | 77.20% |
December 31, 2020 | 77.20% |
November 30, 2020 | 79.72% |
October 31, 2020 | 80.15% |
September 30, 2020 | 80.15% |
August 31, 2020 | 80.15% |
July 31, 2020 | 80.15% |
June 30, 2020 | 80.15% |
May 31, 2020 | 80.15% |
April 30, 2020 | 80.15% |
March 31, 2020 | 80.15% |
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
64.42%
Minimum
Apr 2024
80.15%
Maximum
May 2019
75.65%
Average
75.95%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
United States Brent Oil | 75.18% |
ProShares K-1 Free Crude Oil Strategy | 83.76% |
Credit Suisse X-Lnks Crde OlShrsCvCllETN | 77.29% |
Invesco DB Agriculture | 42.31% |
Invesco DB Base Metals | 37.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.035 |
Beta (5Y) | 1.561 |
Alpha (vs YCharts Benchmark) (5Y) | -1.035 |
Beta (vs YCharts Benchmark) (5Y) | 1.561 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.65% |
Historical Sharpe Ratio (5Y) | 0.2135 |
Historical Sortino (5Y) | 0.2986 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.81% |