Invesco DB Oil (DBO)
15.85
+0.09
(+0.57%)
USD |
NYSEARCA |
Apr 25, 16:00
15.85
0.00 (0.00%)
After-Hours: 20:00
DBO Max Drawdown (5Y): 68.13% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| March 31, 2022 | 75.95% |
| Date | Value |
|---|---|
| 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% |
| February 29, 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
68.13%
Minimum
Nov 2023
80.15%
Maximum
Apr 2019
75.91%
Average
75.95%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| United States Gasoline | 78.93% |
| 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% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7289 |
| Beta (5Y) | 1.564 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.7289 |
| Beta (vs YCharts Benchmark) (5Y) | 1.564 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.97% |
| Historical Sharpe Ratio (5Y) | 0.2374 |
| Historical Sortino (5Y) | 0.3376 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.43% |