Invesco DB US Dollar Index Bearish Fund (UDN) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Invesco DB US Dollar Index Bearish Fund (UDN): 1Y return -0.0%, Sharpe ratio 0.02, volatility 5.6%, max drawdown -5.1%. 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: 0.3%, Sharpe: 1.66, Volatility: 4.2%, Max Drawdown: -0.5%
- YTD
- Return: -0.3%, Sharpe: -0.06, Volatility: 5.8%, Max Drawdown: -5.1%
- 1Y
- Return: -0.0%, Sharpe: 0.02, Volatility: 5.6%, Max Drawdown: -5.1%
- 5Y
- Return: 0.1%, Sharpe: 0.04, Volatility: 7.3%, Max Drawdown: -20.4%
- 10Y
- Return: -4.2%, Sharpe: -0.03, 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.