DB Agriculture Short ETN (ADZ)
35.00
0.00 (0.00%)
USD |
NYSEARCA |
May 09, 16:00
ADZ Max Drawdown (5Y): 22.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 22.22% |
March 31, 2024 | 22.22% |
February 29, 2024 | 22.22% |
January 31, 2024 | 22.22% |
December 31, 2023 | 22.22% |
November 30, 2023 | 22.22% |
October 31, 2023 | 22.22% |
September 30, 2023 | 22.22% |
August 31, 2023 | 22.22% |
July 31, 2023 | 22.22% |
June 30, 2023 | 22.22% |
May 31, 2023 | 22.22% |
April 30, 2023 | 22.22% |
March 31, 2023 | 46.34% |
February 28, 2023 | 46.34% |
January 31, 2023 | 46.34% |
December 31, 2022 | 46.34% |
November 30, 2022 | 46.34% |
October 31, 2022 | 46.34% |
September 30, 2022 | 46.34% |
August 31, 2022 | 46.34% |
July 31, 2022 | 46.34% |
June 30, 2022 | 46.34% |
May 31, 2022 | 46.34% |
April 30, 2022 | 46.34% |
Date | Value |
---|---|
March 31, 2022 | 46.34% |
February 28, 2022 | 46.34% |
January 31, 2022 | 46.34% |
December 31, 2021 | 46.34% |
November 30, 2021 | 46.34% |
October 31, 2021 | 46.34% |
September 30, 2021 | 46.34% |
August 31, 2021 | 46.34% |
July 31, 2021 | 46.34% |
June 30, 2021 | 46.34% |
May 31, 2021 | 46.34% |
April 30, 2021 | 46.34% |
March 31, 2021 | 46.34% |
February 28, 2021 | 46.34% |
January 31, 2021 | 46.34% |
December 31, 2020 | 46.34% |
November 30, 2020 | 46.34% |
October 31, 2020 | 46.34% |
September 30, 2020 | 46.34% |
August 31, 2020 | 46.34% |
July 31, 2020 | 46.34% |
June 30, 2020 | 46.34% |
May 31, 2020 | 46.34% |
April 30, 2020 | 46.34% |
March 31, 2020 | 46.34% |
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
22.22%
Minimum
Apr 2023
46.34%
Maximum
May 2019
41.12%
Average
46.34%
Median
May 2019
Max Drawdown (5Y) Benchmarks
DB Agriculture Double Short ETN | 32.06% |
DB Agriculture Double Long ETN | 69.47% |
DB Base Metals Double Short ETN | 71.48% |
DB Base Metals Short ETN | 46.49% |
DB Commodity Short ETN | 34.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.379 |
Beta (5Y) | -0.0038 |
Alpha (vs YCharts Benchmark) (5Y) | -5.379 |
Beta (vs YCharts Benchmark) (5Y) | -0.0038 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.25% |
Historical Sharpe Ratio (5Y) | -0.4091 |
Historical Sortino (5Y) | -0.4945 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.79% |