DB Crude Performance

DB Crude Oil Double Short ETN -- USA Etf  

USD 100  1.6  1.63%

The entity owns Beta (Systematic Risk) of 0.4735 which denotes to the fact that as returns on market increase, DB Crude returns are expected to increase less than the market. However during bear market, the loss on holding DB Crude will be expected to be smaller as well.. Although it is extremely important to respect DB Crude Oil existing price patterns, it is better to be realistic regarding the information on 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. By examining DB Crude Oil technical indicators you can at this moment evaluate if the expected return of 0.0782% will be sustainable into the future.
Investment Horizon     30 Days    Login   to change

DB Crude Oil Relative Risk vs. Return Landscape

If you would invest  9,897  in DB Crude Oil Double Short ETN on November 13, 2017 and sell it today you would earn a total of  103  from holding DB Crude Oil Double Short ETN or generate 1.04% return on investment over 30 days. DB Crude Oil Double Short ETN is generating 0.0782% of daily returns assuming volatility of 2.5593% on return distribution over 30 days investment horizon. In other words, 23% 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 generate 2.6 times less return on investment than the market. In addition to that, the company is 5.16 times more volatile than its market benchmark. It trades about 0.03 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.41 per unit of volatility.

DB Crude Realized Returns

DB Crude Daily Price Distribution

The median price of DB Crude for the period between Mon, Nov 13, 2017 and Wed, Dec 13, 2017 is 98.4 with a coefficient of variation of 3.31. The daily time series for the period is distributed with a sample standard deviation of 3.26, arithmetic mean of 98.55, and mean deviation of 2.55. The Etf did not receive any noticable media coverage during the period.

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 2 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

DB Crude Sharpe Ratio = 0.0306
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Estimated Market Risk

  actual daily
 77 %
of total potential

Expected Return

  actual daily
 1 %
of total potential

Risk-Adjusted Return

  actual daily
 2 %
of total potential
Based on monthly moving average DB Crude is performing at about 2% 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.