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Invesco DB Commodity Index Tracking Fund ETF , DBC

22.68 -0.07 -0.31%
03/17/2023 09:15 PM NYA


NAV

22.7663
Nav
03/14/2023
Last Update

Ratings

Morningstar Rating
n/a
Sustainability Rating

Key Data

Invesco
Issuer
DBIQ Optimum Yield Diversified Commodity
Benchmark
2.30 B
Net Asset
USD
Currency
02/03/2006
Inception
Yes
Distributing
Commodities Broad Basket
Type
United States
Applied In
The Bank of New York Mellon
Custodian
US46138B1035
ISIN
DBC
Symbol

Asset Allocation Top Instruments

Asset Allocation Top Countries

Asset Allocation Top Holdings

Performance

Name %
Performance Current Year -8.29
Performance since Inception 3.74
High 1 Year 30.55
Maximum Loss 1 Year -16.42
Name %
Alpha 1 Year 1.35
Alpha 10 Years -0.21
Alpha 15 Years -0.20
Alpha 3 Years 0.15
Alpha 5 Years 0.56
Average Gain 1 Year 4.27
Average Gain 10 Years 3.75
Average Gain 15 Years 4.21
Average Gain 3 Years 5.43
Average Gain 5 Years 4.61
Average Loss 1 Year -3.99
Average Loss 10 Years -4.15
Average Loss 15 Years -4.52
Average Loss 3 Years -4.87
Average Loss 5 Years -4.62
Batting Average 1 Year 66.67
Batting Average 10 Years 39.17
Batting Average 15 Years 40.00
Batting Average 3 Years 27.78
Batting Average 5 Years 56.67
Beta 1 Year 0.99
Beta 10 Years 1.00
Beta 15 Years 1.00
Beta 3 Years 0.99
Beta 5 Years 0.99
Capture Ratio Down 1 Year 96.69
Capture Ratio Down 10 Years 100.97
Capture Ratio Down 15 Years 100.74
Capture Ratio Down 3 Years 99.13
Capture Ratio Down 5 Years 98.44
Capture Ratio Up 1 Year 102.27
Capture Ratio Up 10 Years 100.09
Capture Ratio Up 15 Years 100.01
Capture Ratio Up 3 Years 99.54
Capture Ratio Up 5 Years 100.43
Correlation 1 Year 99.97
Correlation 10 Years 99.97
Correlation 15 Years 99.98
Correlation 3 Years 99.98
Correlation 5 Years 99.98
High 1 Year 30.55
Information Ratio 1 Year 3.01
Information Ratio 10 Years -0.49
Information Ratio 15 Years -0.47
Information Ratio 3 Years 0.03
Information Ratio 5 Years 1.47
Low 1 Year 23.48
Maximum Loss 1 Year -16.42
Maximum Loss 10 Years -58.91
Maximum Loss 15 Years -74.61
Maximum Loss 3 Years -19.71
Maximum Loss 5 Years -37.72
Performance Current Year -8.29
Performance since Inception 3.74
Risk adjusted Return 10 Years -4.80
Risk adjusted Return 3 Years 14.20
Risk adjusted Return 5 Years 2.60
Risk adjusted Return Since Inception 1.22
R-Squared (R²) 1 Year 99.94
R-Squared (R²) 10 Years 99.94
R-Squared (R²) 15 Years 99.95
R-Squared (R²) 3 Years 99.97
R-Squared (R²) 5 Years 99.97
Sortino Ratio 1 Year -0.06
Sortino Ratio 10 Years -0.03
Sortino Ratio 15 Years -0.08
Sortino Ratio 3 Years 1.50
Sortino Ratio 5 Years 0.62
Tracking Error 1 Year 0.46
Tracking Error 10 Years 0.44
Tracking Error 15 Years 0.42
Tracking Error 3 Years 0.42
Tracking Error 5 Years 0.38
Trailing Performance 1 Month -6.19
Trailing Performance 1 Week -4.66
Trailing Performance 1 Year -8.03
Trailing Performance 10 Years -14.61
Trailing Performance 2 Years 30.93
Trailing Performance 3 Months -7.13
Trailing Performance 3 Years 89.83
Trailing Performance 4 Years 44.81
Trailing Performance 5 Years 41.25
Trailing Performance 6 Months -9.03
Trailing Return 1 Month -3.99
Trailing Return 1 Year 0.67
Trailing Return 10 Years -0.95
Trailing Return 15 Years -2.41
Trailing Return 2 Months -3.41
Trailing Return 2 Years 19.61
Trailing Return 3 Months -5.73
Trailing Return 3 Years 20.82
Trailing Return 4 Years 11.11
Trailing Return 5 Years 8.25
Trailing Return 6 Months -7.31
Trailing Return 6 Years 7.77
Trailing Return 7 Years 9.90
Trailing Return 8 Years 3.85
Trailing Return 9 Months -16.33
Trailing Return 9 Years -0.64
Trailing Return Since Inception 0.52
Trailing Return YTD - Year to Date -3.41
Treynor Ratio 1 Year -2.26
Treynor Ratio 10 Years -1.85
Treynor Ratio 15 Years -3.10
Treynor Ratio 3 Years 19.95
Treynor Ratio 5 Years 6.85

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Sustainability Rating

No Rating available
Rating vs. Category
Commodities
Category

Investment Policy

The investment seeks to track changes, whether positive or negative, in the level of the DBIQ Optimum Yield Diversified Commodity Index Excess Return™. The fund pursues its investment objective by investing in a portfolio of exchange-traded futures on Light Sweet Crude Oil (WTI), Heating Oil, RBOB Gasoline, Natural Gas, Brent Crude, Gold, Silver, Aluminum, Zinc, Copper Grade A, Corn, Wheat, Soybeans, and Sugar. The index is composed of notional amounts of each of these commodities.

Terms

Initial minimum savings amount
Savings Plan No
Distribution Distributing

funds category comparison

Name 1y Perf.
Invesco Balanced-Risk Commodity Strategy Fund R5 Class -10.91
Invesco Balanced-Risk Commodity Strategy Fund Class R6 -10.84
BlackRock Commodity Strategies Portfolio Investor A Shares -10.75
BlackRock Commodity Strategies Portfolio Institutional Shares -10.51
BlackRock Commodity Strategies Portfolio Class K -10.44

Investment Trust

Name Invesco
Address Invesco
Zip Code 77046
Website http://www.invesco.com/us