DB Crude Performance

DTO -- USA Etf  

USD 70.00  0.35  0.50%

The entity owns Beta (Systematic Risk) of 0.0 which denotes to the fact that the returns on MARKET and DB Crude are completely uncorrelated. Although it is vital to follow to DB Crude Oil existing price patterns, it is good to be conservative about what you can actually do with the information regarding equity price patterns. The way in which we are predicting future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. We have found twenty-eight technical indicators for DB Crude which you can use to evaluate performance of the entity.
 Time Horizon     30 Days    Login   to change

DB Crude Oil Relative Risk vs. Return Landscape

If you would invest  5,769  in DB Crude Oil Double Short ETN on May 21, 2018 and sell it today you would earn a total of  1,231  from holding DB Crude Oil Double Short ETN or generate 21.34% return on investment over 30 days. DB Crude Oil Double Short ETN is generating 0.9197% of daily returns assuming volatility of 2.7883% on return distribution over 30 days investment horizon. In other words, 25% of equities are less volatile than the company and above 83% 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 generate 2.01 times more return on investment than the market. However, the company is 2.01 times more volatile than its market benchmark. It trades about 0.33 of its potential returns per unit of risk. The DOW is currently generating roughly 0.01 per unit of risk.

DB Crude Market Risk Analysis

Sharpe Ratio = 0.3298
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DB Crude Relative Performance Indicators

Estimated Market Risk
 2.79
  actual daily
 
 75 %
of total potential
  
Expected Return
 0.92
  actual daily
 
 17 %
of total potential
  
Risk-Adjusted Return
 0.33
  actual daily
 
 21 %
of total potential
  
Based on monthly moving average DB Crude is performing at about 21% 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.

Performance Rating

DB Crude Oil Double Short ETN Risk Adjusted Performance Analysis
21 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in DB Crude Oil Double Short ETN are ranked lower than 21 (%) of all global equities and portfolios over the last 30 days.

DB Crude Alerts

Equity Alerts and Improvement Suggestions
DB Crude Oil has high likelihood to experience some financial distress in the next 2 years
The fund retains all of the assets under management (AUM) in different types of exotic instruments
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