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Invesco DB Commodity Index Tracking Fund

DBC
ETF · Currency in USD
ISIN
US73935S1050
CUSIP
73935S105
Issuer
Invesco
Inception Date
Feb 3, 2006
Category
Commodities
Expense Ratio
0.85%
Index Tracked
DBIQ Optimum Yield Diversified Commodity Index Excess Return
ETF Home Page
www.invesco.com
Asset Class
Commodity

DBCPrice Chart


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S&P 500

DBCPerformance

The chart shows the growth of $10,000 invested in Invesco DB Commodity Index Tracking Fund on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $7,960 for a total return of roughly -20.40%. All prices are adjusted for splits and dividends.


DBC (Invesco DB Commodity Index Tracking Fund)
Benchmark (S&P 500)

DBCReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M3.77%
6M18.52%
YTD32.79%
1Y47.66%
5Y6.83%
10Y-3.44%

DBCMonthly Returns Heatmap


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DBCSharpe 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 Invesco DB Commodity Index Tracking Fund Sharpe ratio is 2.52. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


DBC (Invesco DB Commodity Index Tracking Fund)
Benchmark (S&P 500)

DBCDividends

Invesco DB Commodity Index Tracking Fund granted a 0.00% dividend yield in the last twelve months, as of Sep 18, 2021. The annual payout for that period amounted to $0.00 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.00$0.00$0.25$0.19$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

Dividend yield

0.00%0.00%1.59%1.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

DBCDrawdowns Chart

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


DBC (Invesco DB Commodity Index Tracking Fund)
Benchmark (S&P 500)

DBCWorst Drawdowns

The table below shows the maximum drawdowns of the Invesco DB Commodity Index Tracking Fund. 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 Invesco DB Commodity Index Tracking Fund is 66.14%, recorded on Apr 27, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.14%Apr 11, 20112276Apr 27, 2020
-17.57%Jan 7, 2010123Jul 2, 201087Nov 4, 2010210
-8.35%Nov 11, 20105Nov 17, 201022Dec 20, 201027
-6.38%Mar 7, 20117Mar 15, 201112Mar 31, 201119
-2.32%Jan 18, 20116Jan 25, 20113Jan 28, 20119
-2.07%Feb 3, 20119Feb 15, 20115Feb 23, 201114
-1.99%Jan 4, 20114Jan 7, 20112Jan 11, 20116
-1.21%Dec 30, 20101Dec 30, 20101Dec 31, 20102
-0.89%Feb 24, 20111Feb 24, 20111Feb 25, 20112
-0.68%Nov 9, 20101Nov 9, 20101Nov 10, 20102

DBCVolatility Chart

Current Invesco DB Commodity Index Tracking Fund volatility is 16.24%. 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.


DBC (Invesco DB Commodity Index Tracking Fund)
Benchmark (S&P 500)

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