DB Commodity Double Long ETN (DYYXF)
3.15
0.00 (0.00%)
USD |
OTCM |
May 09, 16:00
DYYXF Max Drawdown (5Y): 69.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 69.67% |
| March 31, 2024 | 71.34% |
| February 29, 2024 | 73.04% |
| January 31, 2024 | 75.03% |
| December 31, 2023 | 75.03% |
| November 30, 2023 | 75.03% |
| October 31, 2023 | 75.45% |
| September 30, 2023 | 78.03% |
| August 31, 2023 | 78.03% |
| July 31, 2023 | 78.03% |
| June 30, 2023 | 78.03% |
| May 31, 2023 | 78.03% |
| April 30, 2023 | 78.03% |
| March 31, 2023 | 78.03% |
| February 28, 2023 | 78.03% |
| January 31, 2023 | 78.03% |
| December 31, 2022 | 78.03% |
| November 30, 2022 | 78.03% |
| October 31, 2022 | 78.03% |
| September 30, 2022 | 78.03% |
| August 31, 2022 | 78.03% |
| July 31, 2022 | 78.20% |
| June 30, 2022 | 78.20% |
| May 31, 2022 | 78.20% |
| April 30, 2022 | 78.20% |
| Date | Value |
|---|---|
| March 31, 2022 | 78.89% |
| February 28, 2022 | 78.89% |
| January 31, 2022 | 78.89% |
| December 31, 2021 | 78.89% |
| November 30, 2021 | 78.89% |
| October 31, 2021 | 78.89% |
| September 30, 2021 | 78.89% |
| August 31, 2021 | 78.89% |
| July 31, 2021 | 78.89% |
| June 30, 2021 | 78.89% |
| May 31, 2021 | 78.89% |
| April 30, 2021 | 79.41% |
| March 31, 2021 | 82.89% |
| February 28, 2021 | 84.52% |
| January 31, 2021 | 85.22% |
| December 31, 2020 | 85.22% |
| November 30, 2020 | 85.22% |
| October 31, 2020 | 85.22% |
| September 30, 2020 | 85.22% |
| August 31, 2020 | 85.22% |
| July 31, 2020 | 85.22% |
| June 30, 2020 | 85.22% |
| May 31, 2020 | 85.22% |
| April 30, 2020 | 85.22% |
| March 31, 2020 | 85.22% |
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
69.67%
Minimum
Apr 2024
85.22%
Maximum
May 2019
80.40%
Average
78.89%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| DB Base Metals Double Long ETN | 60.79% |
| DB Agriculture Double Long ETN | 69.47% |
| ProShares Ultra Bloomberg Crude Oil | 99.45% |
| ProShares Ultra Bloomberg Natural Gas | 99.68% |
| DB Commodity Long ETN | 41.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.866 |
| Beta (5Y) | 0.1952 |
| Alpha (vs YCharts Benchmark) (5Y) | 3.866 |
| Beta (vs YCharts Benchmark) (5Y) | 0.1952 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.84% |
| Historical Sharpe Ratio (5Y) | 0.1122 |
| Historical Sortino (5Y) | 0.2427 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.67% |