DB Gold Short ETN (DGZ)
9.056
-0.27
(-2.89%)
USD |
NYSEARCA |
May 02, 16:00
DGZ Max Drawdown (5Y): 44.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 44.32% |
| March 31, 2024 | 44.32% |
| February 29, 2024 | 44.32% |
| January 31, 2024 | 44.32% |
| December 31, 2023 | 44.32% |
| November 30, 2023 | 44.32% |
| October 31, 2023 | 44.32% |
| September 30, 2023 | 44.32% |
| August 31, 2023 | 44.32% |
| July 31, 2023 | 44.32% |
| June 30, 2023 | 44.32% |
| May 31, 2023 | 44.32% |
| April 30, 2023 | 44.32% |
| March 31, 2023 | 44.32% |
| February 28, 2023 | 44.32% |
| January 31, 2023 | 44.32% |
| December 31, 2022 | 44.32% |
| November 30, 2022 | 44.32% |
| October 31, 2022 | 44.32% |
| September 30, 2022 | 44.32% |
| August 31, 2022 | 44.32% |
| July 31, 2022 | 44.32% |
| June 30, 2022 | 44.32% |
| May 31, 2022 | 44.32% |
| April 30, 2022 | 44.32% |
| Date | Value |
|---|---|
| March 31, 2022 | 44.32% |
| February 28, 2022 | 44.32% |
| January 31, 2022 | 44.32% |
| December 31, 2021 | 44.32% |
| November 30, 2021 | 44.32% |
| October 31, 2021 | 44.32% |
| September 30, 2021 | 44.32% |
| August 31, 2021 | 44.32% |
| July 31, 2021 | 44.32% |
| June 30, 2021 | 44.32% |
| May 31, 2021 | 44.32% |
| April 30, 2021 | 44.32% |
| March 31, 2021 | 44.32% |
| February 28, 2021 | 44.32% |
| January 31, 2021 | 44.32% |
| December 31, 2020 | 44.32% |
| November 30, 2020 | 44.32% |
| October 31, 2020 | 44.32% |
| September 30, 2020 | 44.32% |
| August 31, 2020 | 44.32% |
| July 31, 2020 | 44.00% |
| June 30, 2020 | 39.72% |
| May 31, 2020 | 37.67% |
| April 30, 2020 | 37.67% |
| March 31, 2020 | 34.13% |
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
29.30%
Minimum
Jun 2019
44.32%
Maximum
Aug 2020
41.63%
Average
44.32%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
| DB Gold Double Short ETN | 72.65% |
| DB Gold Double Long ETN | 51.24% |
| ProShares UltraShort Gold | 76.86% |
| ProShares UltraShort Silver | 94.16% |
| DB Agriculture Short ETN | 22.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.437 |
| Beta (5Y) | -0.206 |
| Alpha (vs YCharts Benchmark) (5Y) | -8.437 |
| Beta (vs YCharts Benchmark) (5Y) | -0.206 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.05% |
| Historical Sharpe Ratio (5Y) | -0.764 |
| Historical Sortino (5Y) | -1.108 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.04% |