NYSEArca - Delayed Quote USD

Invesco DB Commodity Index Tracking Fund (DBC)

23.44 +0.11 (+0.47%)
At close: 4:00 PM EDT
23.41 -0.03 (-0.13%)
After hours: 6:00 PM EDT

ETF Summary

The fund pursues its investment objective by investing in a portfolio of exchange-traded futures on Light Sweet Crude Oil (WTI), Heating Oil, RBOB Gasoline, Natural Gas, Brent Crude, Gold, Silver, Aluminum, Zinc, Copper Grade A, Corn, Wheat, Soybeans, and Sugar. The index is composed of notional amounts of each of these commodities.

Risk Overview

Performance & Risk

YTD Return 5.85%
5y Average Return 9.06%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.98
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
DBCCategory AverageDBCCategory AverageDBCCategory Average
Alpha 4.34 2.17 2.6 1.35 1.88 1.23
BETA 0.98 0.94 1.09 0.99 1.12 1.04
Mean Annual Return 1.18 0.97 0.88 0.73 0.09 0.05
R-squared 85.34 88.05 85.01 86.6 83.89 87.89
Standard Deviation 16.58 15.72 18.8 17.03 17.4 15.88
Sharpe Ratio 0.66 0.55 0.44 0.39 -0.02 -0.05
Treynor Ratio 10.86 8.7 6.4 5.61 -1.72 -2.01

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