DB Crude Backtesting

DB Crude Oil Short ETN -- USA Etf  

USD 72.00  4.64  6.06%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of DB Crude Oil Short ETN and determine expected loss or profit from investing in DB Crude over given investment horizon. Also please take a look at DB Crude Hype Analysis, DB Crude Correlation, Portfolio Optimization, DB Crude Volatility as well as analyze DB Crude Alpha and Beta and DB Crude Performance
 Time Horizon     30 Days    Login   to change

DB Crude 'What if' Analysis

January 19, 2018
No Change 0.00  0.0%
In 30 days
February 18, 2018
If you would invest  0.00  in DB Crude on January 19, 2018 and sell it all today you would earn a total of 0.00 from holding DB Crude Oil Short ETN or generate 0.0% return on investment in DB Crude over 30 days. DB Crude is related to or competes with VelocityShares 3x, ProShares UltraShort, ProShares UltraShort, DB Crude, DB Gold, and ProShares UltraPro.

DB Crude Upside/Downside Indicators


DB Crude Market Premium Indicators

DB Crude Oil lagged returns against current returns

 Current and Lagged Values 

DB Crude regressed lagged prices vs. current prices

 Current vs Lagged Prices 

DB Crude Oil Backtested Returns

Macroaxis considers DB Crude to be not too risky. DB Crude Oil retains Efficiency (Sharpe Ratio) of -0.2582 which denotes DB Crude Oil had -0.2582% of return per unit of price deviation over the last 1 month. Macroaxis way in which we are predicting risk of any etf is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. DB Crude exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm DB Crude Oil Short ETN Standard Deviation of 1.29 and Market Risk Adjusted Performance of 1.59 to check risk estimate we provide. The entity owns Beta (Systematic Risk) of -0.1807 which denotes to the fact that as returns on market increase, returns on owning DB Crude are expected to decrease at a much smaller rate. During bear market, DB Crude is likely to outperform the market.. Even though it is essential to pay attention to DB Crude Oil existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis way in which we are predicting future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. DB Crude exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
Spearman Rank Test -0.37
Price Variance 4.79
Average Price 75.1
Lagged Average Price 76.65

DB Crude Lagged Returns

 Regressed Prices 

DB Crude Performance vs DOW

The median price of DB Crude for the period between Fri, Jan 19, 2018 and Sun, Feb 18, 2018 is 76.645 with a coefficient of variation of 2.64. The daily time series for the period is distributed with a sample standard deviation of 1.99, arithmetic mean of 75.59, and mean deviation of 1.63. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)