Invesco DB US Dollar Index Bearish Fund (UDN) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Invesco DB US Dollar Index Bearish Fund (UDN): 1Y return -2.0%, Sharpe ratio -0.34, volatility 5.4%, max drawdown -5.6%. A ETF in the Currency asset class. Compare UDN with other assets and invest through your own broker with pfolio.
Invesco DB US Dollar Index Bearish Fund (UDN) Overview
- Type: ETF
- Asset Class: Currency
- Region: Americas
- Country: US (Developed)
- Currency: USD
UDN Performance
- MTD
- Return: -1.1%, Sharpe: -5.88, Volatility: 6.0%, Max Drawdown: -1.1%
- YTD
- Return: -3.0%, Sharpe: -0.64, Volatility: 5.7%, Max Drawdown: -5.6%
- 1Y
- Return: -2.0%, Sharpe: -0.34, Volatility: 5.4%, Max Drawdown: -5.6%
- 5Y
- Return: -1.0%, Sharpe: 0.01, Volatility: 7.3%, Max Drawdown: -19.2%
- 10Y
- Return: -2.7%, Sharpe: -0.01, Volatility: 6.7%, Max Drawdown: -25.7%
Frequently Asked Questions
- What is Invesco DB US Dollar Index Bearish Fund (UDN)?
- Invesco DB US Dollar Index Bearish Fund (UDN) is a ETF in the Currency 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 UDN compare to other assets?
- You can compare UDN with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in UDN through pfolio?
- pfolio helps you build diversified portfolios that may include UDN. You invest through your own broker — pfolio provides the analytics.