DB Crude Performance

DB Crude Oil Double Short ETN -- USA Etf  

USD 65.50  0.57  0.88%

The entity owns Beta (Systematic Risk) of -0.0533 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.
 Time Horizon     30 Days    Login   to change

DB Crude Oil Relative Risk vs. Return Landscape

If you would invest  8,385  in DB Crude Oil Double Short ETN on March 23, 2018 and sell it today you would lose (1,835)  from holding DB Crude Oil Double Short ETN or give up 21.88% of portfolio value over 30 days. DB Crude Oil Double Short ETN is generating negative expected returns assuming volatility of 3.0001% on return distribution over 30 days investment horizon. In other words, 27% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, DB Crude Oil Double Short ETN is expected to under-perform the market. In addition to that, the company is 2.14 times more volatile than its market benchmark. It trades about -0.18 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of volatility.

Performance Rating

DB Crude Oil Double Short ETN Risk Adjusted Performance Analysis
0 

Risk-Adjusted Performance

Over the last 30 days DB Crude Oil Double Short ETN has generated negative risk-adjusted returns adding no value to investors with long positions.

2 Months Efficiency

DB Crude Sharpe Ratio = -0.1761
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Estimated Market Risk
 3.0
  actual daily
 
 73 %
of total potential
  
Expected Return
 -0.53
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 1 %
of total potential
  
Risk-Adjusted Return
 -0.18
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average DB Crude is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of DB Crude by adding it to a well-diversified portfolio.
Additionally see Investing Opportunities. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.