Invesco DB US Dollar Index Bullish Fund (UUP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Invesco DB US Dollar Index Bullish Fund (UUP): 1Y return 7.2%, Sharpe ratio 1.27, volatility 5.4%, max drawdown -3.6%. A ETF in the Currency asset class. Compare UUP with other assets and invest through your own broker with pfolio.
Invesco DB US Dollar Index Bullish Fund (UUP) Overview
- Type: ETF
- Asset Class: Currency
- Region: Americas
- Country: US (Developed)
- Currency: USD
UUP Performance
- MTD
- Return: 0.9%, Sharpe: 2.21, Volatility: 5.1%, Max Drawdown: -0.8%
- YTD
- Return: 7.4%, Sharpe: 1.52, Volatility: 5.6%, Max Drawdown: -3.5%
- 1Y
- Return: 7.2%, Sharpe: 1.27, Volatility: 5.4%, Max Drawdown: -3.6%
- 5Y
- Return: 33.4%, Sharpe: 0.82, Volatility: 7.1%, Max Drawdown: -10.4%
- 10Y
- Return: 36.8%, Sharpe: 0.48, Volatility: 6.7%, Max Drawdown: -14.2%
Frequently Asked Questions
- What is Invesco DB US Dollar Index Bullish Fund (UUP)?
- Invesco DB US Dollar Index Bullish Fund (UUP) 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 UUP compare to other assets?
- You can compare UUP with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in UUP through pfolio?
- pfolio helps you build diversified portfolios that may include UUP. You invest through your own broker — pfolio provides the analytics.