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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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DBCPerformance

The chart shows the growth of $10,000 invested in DBC on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $6,842 for a total return of roughly -31.58%. All prices are adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%20122014201620182020
-31.58%
264.42%
S&P 500

DBCReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-4.11%
YTD14.15%
6M25.79%
1Y45.16%
5Y5.28%
10Y-5.68%

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 2.43. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


-3.00-2.00-1.000.001.002.003.0020122014201620182020
2.43

DBCDividends

Invesco DB Commodity Index Tracking Fund granted a 0.00% dividend yield in the last twelve months, as of Apr 11, 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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%20122014201620182020
-45.90%

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 {{portfolioName}} 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 16.45%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%20122014201620182020
16.45%

Portfolios with Invesco DB Commodity Index Tracking Fund


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