DB Base Metals Double Long ETN (BDDXF)
6.47
0.00 (0.00%)
USD |
OTCM |
Apr 24, 16:00
BDDXF Max Drawdown (5Y): 57.09% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 57.09% |
| February 29, 2024 | 57.09% |
| January 31, 2024 | 57.09% |
| December 31, 2023 | 57.09% |
| November 30, 2023 | 57.09% |
| October 31, 2023 | 57.09% |
| September 30, 2023 | 57.09% |
| August 31, 2023 | 57.09% |
| July 31, 2023 | 57.09% |
| June 30, 2023 | 54.78% |
| May 31, 2023 | 54.78% |
| April 30, 2023 | 54.78% |
| March 31, 2023 | 54.78% |
| February 28, 2023 | 54.78% |
| January 31, 2023 | 54.78% |
| December 31, 2022 | 54.78% |
| November 30, 2022 | 54.78% |
| October 31, 2022 | 54.78% |
| September 30, 2022 | 54.78% |
| August 31, 2022 | 54.78% |
| July 31, 2022 | 54.78% |
| June 30, 2022 | 54.78% |
| May 31, 2022 | 54.78% |
| April 30, 2022 | 54.78% |
| March 31, 2022 | 54.78% |
| Date | Value |
|---|---|
| February 28, 2022 | 54.78% |
| January 31, 2022 | 54.78% |
| December 31, 2021 | 54.78% |
| November 30, 2021 | 54.78% |
| October 31, 2021 | 54.78% |
| September 30, 2021 | 54.78% |
| August 31, 2021 | 58.99% |
| July 31, 2021 | 60.79% |
| June 30, 2021 | 60.79% |
| May 31, 2021 | 60.79% |
| April 30, 2021 | 66.54% |
| March 31, 2021 | 71.67% |
| February 28, 2021 | 77.03% |
| January 31, 2021 | 77.21% |
| December 31, 2020 | 77.21% |
| November 30, 2020 | 81.27% |
| October 31, 2020 | 83.25% |
| September 30, 2020 | 83.25% |
| August 31, 2020 | 83.25% |
| July 31, 2020 | 83.25% |
| June 30, 2020 | 83.25% |
| May 31, 2020 | 83.25% |
| April 30, 2020 | 83.25% |
| March 31, 2020 | 83.25% |
| February 29, 2020 | 83.25% |
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
54.78%
Minimum
Sep 2021
83.25%
Maximum
Apr 2019
66.55%
Average
57.09%
Median
Jul 2023
Max Drawdown (5Y) Benchmarks
| DB Base Metals Double Short ETN | 71.48% |
| DB Base Metals Short ETN | 46.49% |
| DB Agriculture Double Long ETN | 71.10% |
| DB Commodity Double Long ETN | 71.34% |
| ProShares Ultra Bloomberg Crude Oil | 99.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.063 |
| Beta (5Y) | -0.4433 |
| Alpha (vs YCharts Benchmark) (5Y) | 3.063 |
| Beta (vs YCharts Benchmark) (5Y) | -0.4433 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.96% |
| Historical Sharpe Ratio (5Y) | -0.0534 |
| Historical Sortino (5Y) | -0.1035 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.44% |