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iPath Series B Bloomberg Livestock Subindex Total ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS06746P4981
CUSIP06746P498
IssuerBarclays Capital
Inception DateJan 17, 2018
CategoryAgricultural Commodities
Index TrackedBloomberg Livestock
Asset ClassCommodity

Expense Ratio

The iPath Series B Bloomberg Livestock Subindex Total Return ETN has a high expense ratio of 0.45%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.45%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iPath Series B Bloomberg Livestock Subindex Total Return ETN

Popular comparisons: COW vs. SPY, COW vs. JEPQ, COW vs. SVOL, COW vs. SCHG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iPath Series B Bloomberg Livestock Subindex Total Return ETN, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31
0.82%
8.67%
COW (iPath Series B Bloomberg Livestock Subindex Total Return ETN)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A5.29%
1 monthN/A-2.47%
6 monthsN/A16.40%
1 yearN/A20.88%
5 years (annualized)N/A11.60%
10 years (annualized)N/A10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-3.17%-4.57%1.22%3.89%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iPath Series B Bloomberg Livestock Subindex Total Return ETN (COW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


COW
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.005.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-2.000.002.004.006.008.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0020.0040.0060.007.21

Sharpe Ratio


Rolling 12-month Sharpe Ratio0.000.501.001.502.00Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31
-0.08
1.73
COW (iPath Series B Bloomberg Livestock Subindex Total Return ETN)
Benchmark (^GSPC)

Dividends

Dividend History


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

Drawdowns

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31
-27.02%
-2.25%
COW (iPath Series B Bloomberg Livestock Subindex Total Return ETN)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iPath Series B Bloomberg Livestock Subindex Total Return ETN. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iPath Series B Bloomberg Livestock Subindex Total Return ETN was 55.00%, occurring on Nov 20, 2008. Recovery took 1305 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55%Jun 18, 2008107Nov 20, 20081305Mar 6, 20141412
-52.71%Apr 20, 2022294Jun 26, 2023
-37.26%Dec 30, 201954Mar 18, 2020164Nov 13, 2020218
-21.27%Jan 23, 2018228Dec 24, 2018174Sep 11, 2019402
-16.28%Jan 15, 20086Jan 23, 200850Apr 4, 200856

Volatility

Volatility Chart

The current iPath Series B Bloomberg Livestock Subindex Total Return ETN volatility is 4.15%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31
4.15%
2.91%
COW (iPath Series B Bloomberg Livestock Subindex Total Return ETN)
Benchmark (^GSPC)