Invesco DB Base Metals Fund (DBB) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Invesco DB Base Metals Fund (DBB): 1Y return 31.2%, Sharpe ratio 1.51, volatility 18.5%, max drawdown -11.0%. A ETF in the Commodity asset class. Compare DBB with other assets and invest through your own broker with pfolio.
Invesco DB Base Metals Fund (DBB) Overview
- Type: ETF
- Asset Class: Commodity
- Region: Americas
- Country: US (Developed)
- Currency: USD
DBB Performance
- MTD
- Return: 1.6%, Sharpe: 3.53, Volatility: 12.6%, Max Drawdown: -0.7%
- YTD
- Return: 6.7%, Sharpe: 0.65, Volatility: 22.0%, Max Drawdown: -11.0%
- 1Y
- Return: 31.2%, Sharpe: 1.51, Volatility: 18.5%, Max Drawdown: -11.0%
- 5Y
- Return: 41.8%, Sharpe: 0.44, Volatility: 19.9%, Max Drawdown: -35.0%
- 10Y
- Return: 115.9%, Sharpe: 0.50, Volatility: 18.2%, Max Drawdown: -38.0%
Frequently Asked Questions
- What is Invesco DB Base Metals Fund (DBB)?
- Invesco DB Base Metals Fund (DBB) is a ETF in the Commodity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does DBB compare to other assets?
- You can compare DBB with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in DBB through pfolio?
- pfolio helps you build diversified portfolios that may include DBB. You invest through your own broker — pfolio provides the analytics.