PortfoliosLab logo

iPath Series B Bloomberg Livestock Subindex Total Return ETN (COW)

ETF · Currency in USD
ISIN
US06746P4981
CUSIP
06746P498
Issuer
Barclays Capital
Inception Date
Jan 17, 2018
Category
Agricultural Commodities
Expense Ratio
0.45%
Index Tracked
Bloomberg Livestock
Asset Class
Commodity

COWPrice Chart


Chart placeholderClick Calculate to get results

COWPerformance

The chart shows the growth of $10,000 invested in iPath Series B Bloomberg Livestock Subindex Total Return ETN on Feb 8, 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $7,621 for a total return of roughly -23.79%. All prices are adjusted for splits and dividends.


COW (iPath Series B Bloomberg Livestock Subindex Total Return ETN)
Benchmark (S&P 500)

COWReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD1.95%-7.73%
1M3.03%-5.40%
6M0.54%0.70%
1Y11.66%14.18%
5Y-6.79%13.61%
10Y-6.79%13.61%

COWMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

COWSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iPath Series B Bloomberg Livestock Subindex Total Return ETN Sharpe ratio is 0.68. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


COW (iPath Series B Bloomberg Livestock Subindex Total Return ETN)
Benchmark (S&P 500)

COWDividends


iPath Series B Bloomberg Livestock Subindex Total Return ETN doesn't pay dividends

COWDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


COW (iPath Series B Bloomberg Livestock Subindex Total Return ETN)
Benchmark (S&P 500)

COWWorst Drawdowns

The table below shows the maximum drawdowns of the iPath Series B Bloomberg Livestock Subindex Total Return ETN. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iPath Series B Bloomberg Livestock Subindex Total Return ETN is 48.89%, recorded on Apr 3, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.89%Apr 15, 2019246Apr 3, 2020
-12.64%Feb 8, 201818Apr 6, 2018236Mar 15, 2019254
-5.59%Mar 22, 20196Mar 29, 20194Apr 4, 201910
-2.23%Apr 5, 20193Apr 9, 20193Apr 12, 20196
-0.46%Mar 19, 20191Mar 19, 20191Mar 20, 20192

COWVolatility Chart

Current iPath Series B Bloomberg Livestock Subindex Total Return ETN volatility is 16.37%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


COW (iPath Series B Bloomberg Livestock Subindex Total Return ETN)
Benchmark (S&P 500)

Portfolios with iPath Series B Bloomberg Livestock Subindex Total Return ETN


Loading data...

More Tools for iPath Series B Bloomberg Livestock Subindex Total Return ETN