DB Gold Double Short ETN (DZZ)
2.30
+0.01
(+0.44%)
USD |
NYSEARCA |
Mar 28, 12:59
DZZ Max Drawdown (5Y): 72.65% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 72.65% |
January 31, 2024 | 72.65% |
December 31, 2023 | 72.65% |
November 30, 2023 | 72.65% |
October 31, 2023 | 72.65% |
September 30, 2023 | 72.65% |
August 31, 2023 | 72.65% |
July 31, 2023 | 72.65% |
June 30, 2023 | 72.65% |
May 31, 2023 | 72.65% |
April 30, 2023 | 72.65% |
March 31, 2023 | 72.65% |
February 28, 2023 | 72.65% |
January 31, 2023 | 72.65% |
December 31, 2022 | 72.65% |
November 30, 2022 | 72.65% |
October 31, 2022 | 72.65% |
September 30, 2022 | 72.65% |
August 31, 2022 | 72.65% |
July 31, 2022 | 72.65% |
June 30, 2022 | 72.65% |
May 31, 2022 | 72.65% |
April 30, 2022 | 72.65% |
March 31, 2022 | 72.65% |
February 28, 2022 | 72.65% |
Date | Value |
---|---|
January 31, 2022 | 72.65% |
December 31, 2021 | 72.65% |
November 30, 2021 | 72.65% |
October 31, 2021 | 72.65% |
September 30, 2021 | 72.65% |
August 31, 2021 | 72.65% |
July 31, 2021 | 72.65% |
June 30, 2021 | 72.65% |
May 31, 2021 | 72.65% |
April 30, 2021 | 72.65% |
March 31, 2021 | 72.65% |
February 28, 2021 | 72.65% |
January 31, 2021 | 72.65% |
December 31, 2020 | 72.65% |
November 30, 2020 | 72.65% |
October 31, 2020 | 72.65% |
September 30, 2020 | 72.65% |
August 31, 2020 | 72.65% |
July 31, 2020 | 72.04% |
June 30, 2020 | 62.62% |
May 31, 2020 | 62.62% |
April 30, 2020 | 62.62% |
March 31, 2020 | 61.24% |
February 29, 2020 | 55.87% |
January 31, 2020 | 55.87% |
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
55.59%
Minimum
Nov 2019
72.65%
Maximum
Aug 2020
69.23%
Average
72.65%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
DB Gold Short ETN | 44.32% |
DB Gold Double Long ETN | 51.24% |
ProShares UltraShort Gold | 76.86% |
ProShares UltraShort Silver | 92.54% |
DB Agriculture Double Short ETN | 32.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.09 |
Beta (5Y) | -0.3161 |
Alpha (vs YCharts Benchmark) (5Y) | -12.09 |
Beta (vs YCharts Benchmark) (5Y) | -0.3161 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.68% |
Historical Sharpe Ratio (5Y) | -0.4458 |
Historical Sortino (5Y) | -0.646 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.96% |