Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Provider: Invesco
| Annualised Return | 2.26% |
| Realised Volatility | 16.94% |
| Downside Volatility | 11.3% |
| Max Drawdown | -48.06% |
| Winning months | 52.5% |
| Sharpe Ratio | 0.13 |
| Sortino Ratio | 0.2 |
| Calmar Ratio | 0.05 |
| Viking Ratio | 0.21 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.65% | -1.92% | 4.6% | 1.66% | -0.35% | 0% | -3.2% | -1.91% | 0.67% | 5.96% | 6.99% | ||
| 2023 | 1.15% | -4.82% | -0.07% | -0.49% | -6.5% | 2.83% | 8.71% | -0.27% | 1.36% | -1.81% | -2.32% | -3.37% | -6.25% |
| 2022 | 7.82% | 6.73% | 9.02% | 5.73% | 4.61% | -7.53% | -2.33% | -1.42% | -6.85% | 5.07% | 1.29% | -2.65% | 19.23% |
| 2021 | 3.21% | 10.35% | -0.83% | 8.09% | 3.92% | 3.77% | 1.39% | -1.67% | 5.09% | 5.13% | -8.41% | 6.69% | 41.72% |
| 2020 | -8.64% | -6.48% | -16.47% | -2.88% | 7.49% | 4.86% | 4.79% | 4.79% | -3.8% | -3.22% | 9.6% | 5.25% | -7.84% |
| 2019 | 7.3% | 2.91% | -0.18% | 1.2% | -6.01% | 3.61% | -0.86% | -4.87% | 1.17% | 1.79% | -0.13% | 5.75% | 11.44% |
| 2018 | 3.15% | -3.33% | 2.13% | 3.71% | 2.22% | -2.02% | -2.49% | 0.89% | 3.36% | -5.49% | -10.74% | -3.88% | -12.78% |
| 2017 | -0.46% | -0.17% | -3.15% | -2.53% | -1.73% | -0.94% | 4.12% | 0.3% | 2.25% | 3.62% | 0.97% | 2.97% | 5.06% |
| 2016 | -5% | -0.13% | 4.05% | 9.99% | 0.83% | 4.39% | -6.9% | 0.96% | 4% | -0.17% | 1.44% | 4.32% | 18.03% |
| 2015 | -5.15% | 3.95% | -6.13% | 6.94% | -3.5% | 0.32% | -9.71% | -2.06% | -3.15% | 0.8% | -5.95% | -5.96% | -26.85% |
| 2014 | -6.38% | -9.23% | -15.02% |