|Horizon||30 Days Login to change|
DB Crude Oil Relative Risk vs. Return LandscapeIf you would invest 5,700 in DB Crude Oil Double Short ETN on August 23, 2018 and sell it today you would lose (426.00) from holding DB Crude Oil Double Short ETN or give up 7.47% of portfolio value over 30 days. DB Crude Oil Double Short ETN is generating negative expected returns assuming volatility of 2.4255% on return distribution over 30 days investment horizon. In other words, 22% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
DB Crude Market Risk Analysis
Sharpe Ratio = -0.1275
DB Crude Relative Performance Indicators