Invesco DB Oil (DBO)
13.84
+0.21 (+1.54%)
USD |
NYSEARCA |
Mar 23, 10:48
DBO Max Drawdown (5Y): 73.32% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| February 29, 2020 | 80.15% |
| January 31, 2020 | 80.15% |
| December 31, 2019 | 80.15% |
| November 30, 2019 | 80.15% |
| October 31, 2019 | 80.15% |
| September 30, 2019 | 80.15% |
| August 31, 2019 | 80.15% |
| July 31, 2019 | 80.15% |
| June 30, 2019 | 80.15% |
| May 31, 2019 | 80.15% |
| April 30, 2019 | 80.15% |
| March 31, 2019 | 80.15% |
| February 28, 2019 | 80.15% |
| January 31, 2019 | 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
73.32%
Minimum
Jun 2022
80.15%
Maximum
Mar 2018
77.85%
Average
80.15%
Median
Mar 2018
Max Drawdown (5Y) Benchmarks
| United States Brent Oil | 75.18% |
| Credit Suisse X-Lnks Crde OlShrsCvCllETN | 77.29% |
| Invesco DB Agriculture | 43.35% |
| Invesco DB Base Metals | 37.97% |
| Invesco DB Energy | 60.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3359 |
| Beta (5Y) | 1.555 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.3359 |
| Beta (vs YCharts Benchmark) (5Y) | 1.555 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.46% |
| Historical Sharpe Ratio (5Y) | 0.3808 |
| Historical Sortino (5Y) | 0.5175 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.43% |