PowerShares DB Agriculture ETF

for period ending November 30, 2024



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  Overview

DBA is the Ingredient ID for this portfolio ingredient

This Ingredient ID appears in the scatterplots and comparisons below.

Portfolio Recipe Provider   PowerShares DB (www.invesco.com)

Description   PowerShares DB Agriculture ETF gives investors access to securities that track a commodity asset class. This portfolio ingredient is an exchange-traded fund and can be used as part of an overall asset allocation or as part of a portfolio recipe.

Category   Global Asset Classes, Commodities

Peer Group   Global Asset Classes. See How to Invest, below. You can see how this portfolio ingredient has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.

Methodology   This portfolio is an exchange-traded fund and its holdings are determined by the fund's manager, PowerShares DB. The investment seeks to track the price and yield performance, before fees and expenses, of the Deutsche Bank Liquid Commodity Index - Optimum Yield Agriculture Excess Return. The index is a rules-based index composed of futures contracts on some of the most liquid and widely traded agricultural commodities – corn, wheat, soy beans and sugar. The index is intended to reflect the performance of the agricultural sector You may consult www.invesco.com for details on how this manager chooses particular assets for inclusion in this fund.

Cost




  How to Invest

You can invest in this portfolio ingredient by buying the ticker symbol "DBA" at your favorite brokerage. See below for the full set of risk and return metrics for this portfolio ingredient. For portfolio recipes that combine multiple ingredients into optimized portfolios that minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime.




  How to Rebalance

You do not need to adjust the composition of this portfolio. While the underlying assets in this portfolio may change, the portfolio manager handles the details of buying and selling the underlying ingredients.




  Compare: Total Return

for period ending November 30, 2024

5-year graph DBA Global equities (ACWI) U.S. equities (SPY) U.S. bonds (BND) 60% Equity / 40% Bonds (s.6040)
Total Return (Compound Annual Growth Rate)
  YTD      1 year 3 year 5 year 10 year 15 year 20 year
DBA 29.0% 4.9% 25.6% 13.2% 12.1% 1.2% 0.6%  
Peer Group* average
60% Equity / 40% Bonds 17.4% 4.4% 22.8% 5.5% 9.2% 8.4% 9.5% 7.9%
Global Equities (ACWI) 20.7% 4.0% 26.5% 7.8% 11.5% 9.4% 9.5%  
U.S. Equities (SPY) 28.0% 6.0% 33.8% 11.4% 15.7% 13.3% 14.1% 10.6%
U.S. Bonds (BND) 3.1% 1.1% 6.8% -2.0% -0.1% 1.5% 2.3% 3.1%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA 29.0260366441659% 4.94117647058825% 25.5957056372745% 13.249442880891% 12.0807995250171% 1.23236360935697% 0.574725826267075% 0%
DBB 10.0546448087432% -1.66015625% 16.4693117374349% 1.48809085167112% 8.34399369985954% 3.01347239841003% 0.40671251123956% 0%
DBO 2.65995686556433% -1.65289256198348% -3.53124362390653% 6.88740515692883% 9.15898318065369% -2.67929009352997% -3.89405086918618% 0%
DBC 0.453720508166944% -1.99203187250996% -2.88366657222646% 6.24215929328058% 9.16414404708972% 1.64762390447826% -0.168179667796486% 1.68487709764737%
GLD 28.466809645865% -3.1241371149067% 30.1139072847682% 14.0610986273932% 12.2417612234694% 8.15749978987384% 5.14941008353937% 8.84089006283178%
FXA -2.94724957598638% -0.817240407658437% 0.177249021824588% -2.27570895149497% -0.482266517879382% -2.04721825519339% -0.927538304396425% 0%
FXC -3.53658685245021% -0.544421939083362% -1.05769039768023% -1.84787592705306% -0.444505634018622% -1.6762181633476% -1.61915360760725% 0%
FXF -4.63098222085963% -1.99803510190358% -0.727993830630436% 0.914536131750632% 1.80234550523164% -0.0100810513666283% 0.124603465157969% 0%
FXE -2.36853291958015% -2.72551704510372% -0.800542884295052% -1.54589165593481% -0.743438130887586% -1.93907595815567% -2.6049761231539% 0%
FXB 2.72384542347046% -1.10469942959575% 4.1246626742764% 0.21174466604641% 0.537221723223302% -1.73617262600394% -1.60075823739074% 0%
FXY -6.24525148153776% 1.49695673630532% -1.4691791759821% -9.44869603784274% -6.60942578661903% -2.80546897936556% -4.05766799826787% 0%
UUP 10.188261351052% 2.22602739726028% 8.41851026600515% 7.62083761093002% 3.95962802501886% 3.37450216068012% 2.62632625821682% 0%
EEM 8.33014220492918% -2.67716535433072% 12.2306411040026% -1.6191691618211% 2.64653323701434% 2.63240685025081% 2.52567842398514% 5.56336155877446%
AMLP 30.7461632423078% 12.5968600045308% 26.1762791888999% 27.2194289674073% 15.3146493082078% 2.83900287717205% 0% 0%
IGIB 5.14672316003215% 1.31537563666551% 9.44869934025538% -0.342195076749574% 1.34021539431883% 2.6167116781578% 3.24627768166368% 0%
EMHY 13.3616021052751% 2.08299192398904% 18.1186079225958% 3.88562501246299% 2.78707225518326% 3.73910682358962% 0% 0%
HYD 6.11775952766576% 1.54638407575547% 9.21996181978568% -2.07709275278732% -0.401125866831487% 2.34969768659123% 3.68334512766166% 0%
IEF 1.65849182434399% 1.02233873252195% 5.70184003400585% -3.83763004691371% -1.19160429966112% 0.883555620814613% 2.26891130041862% 3.24735681143793%
IGOV -2.85506895717398% 0.0249128051818648% 2.65916645359243% -7.43406327997723% -4.13705440016603% -1.74193351836459% -1.15807556779923% 0%
IHY 4.74315766550182% -0.504309283761106% 9.41012880635359% 0.614604226998949% 1.47390087919492% 2.79970632058% 0% 0%
ITM 1.47742195235758% 1.5852866097515% 4.5973489496818% -1.18739872648486% 0.517024853921755% 1.99981202571273% 2.97432680760299% 0%
JNK 8.6489229274187% 1.66195208856801% 12.2920178292431% 2.78788787293343% 3.38726943246688% 3.61413697120425% 5.33677818115368% 0%
MBB 3.12734817672409% 1.51444794811775% 7.43658316392217% -1.61091694804746% -0.394423486021667% 0.971032746187195% 1.69475353036752% 0%
TIP 3.42295698750574% 0.498432416864225% 5.94050376701185% -1.83968362633188% 2.05653361380833% 2.126657974227% 2.65215273194299% 3.31113655860378%
AGG 3.05038730237326% 1.11253913345384% 6.85569490703486% -1.91983607666444% -0.0155145681194013% 1.48577689748273% 2.27892858874199% 3.02667418772444%
BND 3.11005406776526% 1.06907226148396% 6.77297027281563% -1.99504501671989% -0.051261514119838% 1.50052160975274% 2.31681272154052% 3.10886130449659%
EMB 7.93752664579215% 1.82750940610441% 12.8364265825244% -0.950282002084024% 0.184589171513561% 2.38188996460962% 3.91283588359586% 0%
PCY 6.91377129972341% 1.97799179364819% 14.455156544542% -0.704909732440662% -0.661682045800616% 2.15077987209569% 4.0140402908512% 0%
BIL 4.769556439401% 0.370047667359263% 5.21788446691345% 3.59679735146712% 2.25285978698069% 1.55277717056086% 1.01718847260612% 0%
TLT -1.79582898408616% 1.99160741879354% 6.71843385328872% -12.0685956626674% -5.41361486009053% -0.184723862197911% 2.61161616336918% 3.62790259498578%
SHY 3.65467230898122% 0.296352276934564% 4.79657524374866% 1.18550299360554% 1.24258007864342% 1.20846435991826% 1.07767245061596% 1.8307269006389%
ACWI 20.6591091152192% 4.03246475865016% 26.4835079817142% 7.75654747170502% 11.4511804654901% 9.42385974591728% 9.50497687183902% 0%
FM 7.15866071238507% -0.126834571480339% 10.105981178929% -4.19758134928649% 1.69577853402954% 0% 0% 0%
EFA 6.65412215793204% -0.315576874526635% 12.3749116899462% 4.11449291926291% 5.94895176104808% 5.09267042497512% 5.44008225590957% 5.09677856858297%
EFG 5.29621765072319% 0.267750892502971% 11.4477162352223% -0.504843705067393% 5.04795831908162% 5.57638583952869% 6.05134923001118% 5.49512085948873%
EFV 8.12104271048448% -0.236880466472311% 13.6310856371254% 8.70609571699203% 6.28480001664304% 4.10394602416781% 4.41803868534476% 4.27880856216871%
SCZ 4.85338742363699% 0.819413803970992% 12.3641323292274% -1.10243014107386% 3.62791711773633% 5.68025066848361% 6.83335159477434% 0%
IWB 27.9314393045683% 6.4982065078145% 34.3313589545466% 10.7521932209413% 15.428448977179% 13.0188669076137% 14.0375665696915% 10.6056251378944%
IWV 27.5326351890906% 6.78264088091052% 34.3208024720695% 10.3550206300357% 15.0418612098324% 12.7175792649683% 13.8250078390808% 10.4123844401664%
SPY 27.9691759689234% 5.96335115362971% 33.8125668847377% 11.3960679364852% 15.6841308391621% 13.2527266229355% 14.1073173410919% 10.5707747440988%
IWF 31.9252453656629% 6.53011017221095% 37.7858467608652% 10.7099150368157% 19.2401035422164% 16.3380296530645% 16.4043508700565% 12.5164581518643%
QQQ 25.0108878106264% 5.35083186938101% 31.9934458361995% 9.70194085317295% 20.7551867923299% 17.9546733873971% 18.8761715101901% 14.6116528756311%
IWD 22.5806445813351% 6.45247229326513% 29.3848321023565% 10.2043212901703% 10.6550099413175% 9.1393057941842% 11.2120993149486% 8.28046926033339%
IWC 20.3130490526836% 11.6551056622036% 37.5033225952406% 0.895125781152872% 9.1613057142937% 7.8311807380288% 10.6576950413767% 6.57972224639305%
IWR 23.9960258109444% 8.85974914481185% 33.5139149960199% 7.62262804929155% 11.8699559023735% 10.2908670992444% 12.8839674590338% 10.0684636235641%
IWP 29.9367393920089% 13.3769172743274% 39.79392791256% 6.29741944998081% 13.018781551439% 12.0234880843778% 14.0368506969412% 10.8807597949518%
IWS 21.8273805533927% 7.41109748620479% 31.257878381539% 8.53011216251125% 10.7008887612085% 8.79762735138252% 11.8445932078649% 9.1974243002334%
IWM 21.5669105175722% 11.0718221895665% 36.3181910100708% 4.92231108033265% 9.79937230662855% 9.01393662207124% 11.5122260924976% 8.37560471132015%
IWO 25.6134513449913% 12.4518613607189% 40.6193914932619% 3.30068947052566% 9.16205866635364% 9.35654037388878% 12.1996484842298% 8.98890086524182%
IWN 17.6478671848854% 9.71647602823071% 32.2720947150734% 6.1307760789074% 9.73319234082071% 8.1991484861796% 10.5052051553545% 7.46075932153982%
IYR 13.8521743197542% 4.06876207913742% 24.0836936213127% 1.27436995732522% 4.50275940120217% 6.1562331711736% 9.49596205529164% 6.64400897423281%
VNQ 14.3885937983463% 4.25916091343599% 25.1800093090505% 1.15154001445292% 4.95147062546482% 6.16922021548518% 10.0305094152017% 7.51122149309751%
Historical Return
 
DBA -0.7% -2.5% 22.4% 2.5% 7.6%
Peer Group* average
60% Equity / 40% Bonds 21.8% 16.4% 14.0% -16.7% 17.5%
Global Equities (ACWI) 26.6% 16.3% 18.7% -18.4% 22.3%
U.S. Equities (SPY) 31.2% 18.4% 28.7% -18.2% 26.2%
U.S. Bonds (BND) 8.8% 7.7% -1.9% -13.1% 5.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All
DBA -0.697094686936395% -2.5362386282649% 22.3667870007247% 2.52541503893984% 7.6310543282736%
DBB -1.16042553826642% 15.5287979711187% 28.9687171610854% -11.8033665814941% 1.11276302746959%
DBO 28.0353839606251% -20.9934483773066% 60.7354444240378% 13.0520436760381% -4.48624264803972%
DBC 11.8376108213777% -7.83697718802477% 41.360535033944% 19.3381047925849% -6.22460154221798%
GLD 17.8556904373739% 24.8145617346329% -4.14892032504178% -0.772115217246239% 12.6915838291174%
FXA 0.129925993810764% 9.52350855981821% -6.16946364880147% -6.4795204395478% 0.873294276868242%
FXC 5.9511910711165% 1.9247050425502% 0.219895404397619% -6.43799822735651% 3.64766976490269%
FXF 0.316185948560288% 8.18450819287408% -4.07886034404914% -2.28680218958219% 9.62222426685186%
FXE -2.90461788489074% 7.93977873933371% -7.82637923902186% -6.56633974962763% 4.36126866589124%
FXB 3.86576822928071% 2.87316229551748% -1.53723850110821% -10.4499892346964% 7.63522680479234%
FXY 0.367368624530151% 4.60939954215214% -10.9009650293582% -12.7500306816945% -7.44022316264038%
UUP 4.08765048567645% -6.66154033909668% 5.73433156103185% 9.45907489834206% 3.63023939965812%
EEM 18.1716844171569% 17.0335264963521% -3.61506944684574% -20.5632849615499% 8.9857861217226%
AMLP 5.97523431913112% -32.1883605644408% 39.0254130455612% 25.5174388706158% 21.404224575858%
IGIB 14.5949940384283% 9.64395182780677% -1.45079652168194% -14.2423245395042% 9.21544637468605%
EMHY 12.974642147241% 3.8347587027951% -1.91783307204367% -13.571830654467% 11.420418464724%
HYD 8.58216579302804% 0.175553140117612% 5.05000335419787% -16.2630266222899% 5.05476833906597%
IEF 8.02980179417172% 10.0067525304147% -3.3293811969846% -15.3224471675499% 3.84577301390396%
IGOV 3.76049055767753% 10.8829883297037% -9.24862266459218% -22.0709678133312% 5.56833628419986%
IHY 12.2937080022723% 8.6391439076694% -2.81868222783822% -14.3093161857662% 11.6176558655916%
ITM 7.794599064576% 5.87374376331711% 0.211272131214879% -9.49920989230485% 5.01787458403322%
JNK 14.8747678606137% 4.95788483561819% 3.99233629259175% -12.1940104391954% 11.2108307918728%
MBB 6.18468130200205% 4.07802353206683% -1.43116649109989% -11.9288470331859% 5.00229938339551%
TIP 8.34813624906328% 10.8362642607544% 5.67099926412111% -12.2485594077103% 3.79897566544987%
AGG 8.45565236108594% 7.47708555312345% -1.76966487938421% -13.0229490718201% 5.64604835614513%
BND 8.83598208831886% 7.714106491634% -1.86130081971591% -13.1117738288884% 5.39779306683275%
EMB 15.4771925266927% 5.42209326552676% -2.23745681275348% -18.9402646344802% 8.7182561367158%
PCY 17.6535010244914% 2.28307465836379% -4.28984314228292% -24.4509577564376% 18.4731184444347%
BIL 2.15977648563013% 0.400179264852674% -0.0983405768986034% 1.40457752023322% 4.65170866921711%
TLT 14.1206545379385% 18.1520596338079% -4.60230322759316% -31.2335291660792% 2.74590442167644%
SHY 3.38023620381835% 3.03428893894182% -0.677718035374231% -3.8792510030099% 4.16228386765611%
ACWI 26.5777652204882% 16.332736917886% 18.6696697891261% -18.3853701638988% 22.2909586538479%
FM 19.8540619143207% -3.4134790770491% 24.3467325339888% -24.4266259999584% 7.1454283630821%
EFA 22.0366772498114% 7.58864729501965% 11.4605811720758% -14.3858454790271% 18.3785324403616%
EFG 27.4636460647714% 17.8437843842894% 11.0124848284023% -23.1182709479446% 17.5605053363662%
EFV 15.7811099758605% -2.97358887228282% 11.1040024989595% -5.22055012276389% 18.8756780437068%
SCZ 24.6407462138673% 11.6927071102026% 10.1397869811635% -21.2747136087976% 12.9917772516855%
IWB 31.0527951551751% 20.7743128019761% 26.3173971341538% -19.1971670033935% 26.3997989505766%
IWV 30.6557369749862% 20.5483203906353% 25.5372386229023% -19.2864798715719% 25.8315252373797%
SPY 31.221744049021% 18.373186435145% 28.7450837271027% -18.177972123601% 26.1768909180285%
IWF 35.8581031286208% 38.25497944599% 27.434129149431% -29.3083523091416% 42.5917386064245%
QQQ 38.9597622540161% 48.6187814997514% 27.4203533355088% -32.5796936046441% 54.8540304403029%
IWD 26.127303287795% 2.72540988295156% 24.9459408097814% -7.7555406871766% 11.3522477044979%
IWC 22.2097100617347% 20.880275234036% 18.6795920967858% -21.935163313637% 8.99886849410814%
IWR 30.2303352927279% 16.9153042320047% 22.4370983725451% -17.4836164562227% 17.0573909341308%
IWP 35.0422205395688% 35.241361554231% 12.5968963062359% -26.735206964838% 25.7063324448986%
IWS 26.7313752015837% 4.80313839972486% 28.0982485180964% -12.2976160813877% 12.530511262895%
IWM 25.394705365148% 20.0298627741317% 14.5390544720052% -20.4867085633861% 16.8356154368217%
IWO 28.4787572517784% 34.6809781696101% 2.53860451634156% -26.2716823496301% 18.5179809518975%
IWN 22.017753227298% 4.66346011618424% 27.9624001623189% -14.768821902111% 14.5683724726516%
IYR 28.1715865465893% -6.12386483117237% 38.7226281829708% -25.5167550255882% 11.9061619244207%
VNQ 28.8724744754407% -4.68092698194492% 40.5193422590961% -26.247397993711% 11.8396342587313%



  Compare: Risk vs. Return

for period ending November 30, 2024

Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.

Maximum Drawdown vs. Annual Return
DBA Peer group All other ingredients S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
DBA Peer group All other ingredients S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
DBA Peer group All other ingredients S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
 
Risk vs. Return Compass*
  1 year 3 year 5 year 10 year 15 year 20 year
DBA risk vs. 60/40 Worse Better Better Worse Worse
DBA return vs. 60/40 Better Better Better Worse Worse
Risk-Return Quadrant
NE NW NW SE SE
Risk-Return Direction 49° 344° 333° 173° 166°
Risk-Return Magnitude 4.3 8.1 3.3 7.3 9.2
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
DBA -15.9% 5.8% 0.7% -12.3% -13.6%  
Peer Group* average
60% Equity / 40% Bonds -7.2% -5.8% -4.1% -1.9% -0.6% 0.4%
Global Equities (ACWI) -5.9% -3.5% -3.9% -3.6% -4.8%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -26.1% -22.5% -21.6% -13.0% -9.8% -4.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA -15.9292321061736% 5.79973073847491% 0.734328467941308% -12.2886673138944% -13.6404088257166% 0%
DBB -22.7865111816409% -9.04133328050356% -8.02393517202158% -10.39373847659% -13.4326064355538% 0%
DBO -34.6122112742823% -4.84036194066988% -8.97101632655148% -13.602701122592% -15.4662601634647% 0%
DBC -38.7647276837358% -4.96877972989691% -6.66991548335737% -11.5567218588297% -14.0469810831788% -8.87061604050295%
GLD -6.87901544201881% 5.28271381362855% -1.10562494565358% -4.57907279368292% -9.23781896670344% -2.46402046589733%
FXA -34.0095003229385% -18.6812698855271% -18.5641517855424% -17.4358704491563% -15.7432249422275% 0%
FXC -39.7739420654456% -26.4093548475899% -22.7421659576037% -18.7465074055254% -18.4414908168236% 0%
FXF -35.5551457476439% -14.9759674052431% -15.7262249323478% -15.2472693307294% -14.7477753806621% 0%
FXE -38.5635460418117% -21.6837329327893% -22.5177554021824% -19.5972262284333% -19.573590317571% 0%
FXB -30.2761915910897% -16.7167263791926% -18.4198121298185% -18.1038405270948% -17.9732633714039% 0%
FXY -33.5553940352301% -26.9588160551816% -30.3783300897317% -19.0924964752023% -21.0943531565738% 0%
UUP -23.559132213669% -0.546255938694711% -10.5079868975106% -8.2633440338476% -10.2904282176938% 0%
EEM -22.254098828227% -12.806425861537% -13.0218119356232% -10.6791536706343% -11.8066860872837% -6.1209958645805%
AMLP -14.8692598637025% 12.9481002885783% -6.87723455544603% -10.7783879010269% 0% 0%
IGIB -22.4082318092101% -16.4673998747089% -16.2769329715859% -9.98543035764637% -8.04189421483233% 0%
EMHY -8.00925004540557% -8.13992626855921% -13.0470192117711% -8.8328903856065% 0% 0%
HYD -19.8001221099404% -19.8522388421434% -17.7158784240662% -10.7668159597076% -8.93218909868332% 0%
IEF -27.9488606705702% -23.6739146472176% -22.6341353658495% -13.9457947917687% -10.8208048943489% -5.4406893007304%
IGOV -31.0384320970054% -23.1926520710781% -24.7152477275549% -17.6912291084959% -16.9702928374182% 0%
IHY -22.2046962684517% -13.6464152421325% -15.1948355010946% -10.0292267048087% 0% 0%
ITM -29.6918808966679% -19.9443487285818% -18.9715369201971% -11.4283522739288% -8.87788467208481% 0%
JNK -13.2728754734966% -10.4697860008636% -12.1577165180891% -8.33645161936688% -5.78289875338908% 0%
MBB -25.6073263035623% -20.0221980550586% -22.1993029242775% -14.6480716201384% -11.7884061777834% 0%
TIP -26.9204773417917% -23.141486653598% -15.7761336497774% -11.1046854525379% -9.23435316234959% -4.80652059331983%
AGG -26.0651890392626% -21.9870670480295% -21.5399660183812% -13.0314616778328% -9.93822441447447% -4.60142959124962%
BND -26.1066179569694% -22.4699407903035% -21.6099987142913% -12.9740196766055% -9.81882607570518% -4.29362848045535%
EMB -18.605091868035% -14.7866534761881% -16.6842318560378% -10.7350946668262% -8.84552836694274% 0%
PCY -20.5753175714457% -12.0539254621696% -16.627398134022% -11.095291107484% -9.46647559907496% 0%
BIL -11.1527478938287% -52.9665832451178% -38.0923490220393% -26.6808548606386% -24.6259680680726% 0%
TLT -27.6229160853705% -24.1727837362687% -22.476529654114% -13.6531176838749% -11.4428184580648% -6.78819861169458%
SHY -29.9470547585027% -34.739695260068% -29.9803884208364% -19.8343723066551% -16.3933606496092% -8.13243939354292%
ACWI -5.85593567011069% -3.52938869147792% -3.88013222071929% -3.5626713040638% -4.78774257781831% 0%
FM -24.2899889741408% -16.1609959627019% -13.9276522707729% 0% 0% 0%
EFA -22.5143892995586% -7.26477050954721% -9.72470800642941% -8.15338818467368% -9.00058286586066% -5.88698979768971%
EFG -23.8909508390789% -11.1083658623908% -10.7021584060663% -7.76015465393823% -8.48109115655848% -5.50792859708501%
EFV -21.374103036526% -2.58536656052229% -9.59459939457763% -9.28221158668821% -10.1135229177057% -6.73292542419399%
SCZ -23.7136753158595% -12.032632644123% -12.098979430901% -7.85628192726778% -8.04608044549021% 0%
IWB -0.195158370568731% -0.670373583824641% -0.506326229425495% -0.405468077939529% -0.269599113135556% -0.108837062911926%
IWV -1.42210186730531% -1.1316564804548% -0.996475048106225% -0.82264105197406% -0.639402602517412% -0.447381103932328%
SPY 0% 0% 0% 0% 0% 0%
IWF -2.47819936157548% -1.54301402164138% 1.55943202138427% 1.52517179312081% 0.91697548931405% 1.15311478962708%
QQQ -6.86931148999422% -2.66526474720847% 2.27967068513122% 1.90547631562718% 1.84307790509713% 1.71142816233696%
IWD -7.67730561026575% -0.942356132787839% -5.22636296329525% -4.22985579654455% -3.11460702194634% -2.51673817365303%
IWC -15.9428233015265% -9.25111988546113% -8.45597564768018% -7.23025043441274% -6.40657376023207% -5.45995818849125%
IWR -8.83485309247314% -4.05840813820352% -5.08456645594747% -3.95908814729802% -2.66720655673775% -1.67839086824813%
IWP -8.21220896520693% -5.3243164779463% -4.49991561830466% -2.9014727205948% -2.20229655500671% -1.28852028665873%
IWS -10.7180522814317% -3.25772263901053% -6.28857776831805% -5.4024893750576% -3.69067873115343% -2.55796378001117%
IWM -14.4191773220435% -6.39869739238298% -7.57429072958278% -6.00351282398156% -5.27257870655191% -3.8757259728888%
IWO -12.4974494909341% -7.58158153741756% -8.09312365791899% -5.8605971615654% -4.95041233668203% -3.53003307113167%
IWN -16.5991818740791% -5.49426752830034% -7.82905644790394% -6.72890808025331% -6.11026156322922% -4.61882951868298%
IYR -18.2189555249094% -9.3113522032295% -11.390158039701% -7.64530540384424% -5.83939451183913% -5.38475077440968%
VNQ -17.6614785371633% -9.39104660899% -11.0054556573776% -7.69210894169376% -5.59611814414465% -4.90428506214085%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
DBA 10.2% 6.9% 5.5% -3.1% -4.3%  
Peer Group* average
60% Equity / 40% Bonds -4.7% -4.3% -2.8% -1.1% -0.2% 0.4%
Global Equities (ACWI) -4.3% -3.3% -3.5% -3.2% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -9.2% -9.2% -5.9% -2.1% -0.2% 0.7%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA 10.2169028348952% 6.8617721236804% 5.53271791550858% -3.09248119471465% -4.34817453951659% 0%
DBB 32.9255254337263% -7.09364335132693% -2.10067717787127% -4.98133383978201% -9.79376242814029% 0%
DBO -0.252359657345488% 0.674887553354141% -1.7104894621781% -13.6036888705201% -16.6588549614492% 0%
DBC 1.26380026540002% 0.225351022525594% 0.795367350596396% -5.48320175181429% -8.77034313169114% -5.10659348158338%
GLD 37.4456827773165% 7.7049829472216% 6.60243989103527% 5.21039092710159% 2.40392551124694% 6.23269675200634%
FXA -15.3097767497772% -10.0111965339933% -9.17544259282936% -8.68036622878688% -8.43975396848398% 0%
FXC -14.2926831109161% -8.67448855109423% -6.93437410092768% -6.898962907723% -7.25356996374738% 0%
FXF -11.1245398749184% -5.61031115778806% -3.34291271470449% -3.31384794890496% -3.67748073417297% 0%
FXE -9.20392666343911% -8.09859201964868% -6.12490356611096% -5.67664261096205% -7.18714490572685% 0%
FXB -6.21896843801003% -7.14362619408815% -6.50479240055567% -7.32816582547326% -6.91840816949738% 0%
FXY -21.7268939495237% -16.342831911362% -11.6515594636377% -5.34896251071351% -5.18852024057523% 0%
UUP 9.88679720500693% 3.86739589787664% 3.28018698890604% 3.06345884428695% 4.09664272029468% 0%
EEM -3.12818889327778% -11.0057712561203% -9.48204158198921% -8.10175599560394% -10.3577424573543% -5.42416314683995%
AMLP -0.00895452645887929% 18.0246948912139% -5.56913373772451% -13.838732197589% 0% 0%
IGIB -7.00138493316998% -8.14261309235946% -6.34196308556904% -2.39944078279041% -0.764303158292442% 0%
EMHY 0.848052294281896% -4.66506865391254% -7.67552836055618% -3.75720371764347% 0% 0%
HYD -4.9670442127067% -9.88370770583061% -9.56577343666551% -3.43596627618425% -0.748811188538511% 0%
IEF -12.2836918825175% -11.1857180507567% -6.22101810255822% -1.77590856812429% 1.16804471498953% 1.78179898525544%
IGOV -17.3131726020831% -16.1235028418279% -12.1651203608112% -6.89580390359763% -6.04347729045563% 0%
IHY -4.14809306021623% -7.66463030386422% -8.06116621180096% -4.26345560469026% 0% 0%
ITM -8.32962757275315% -8.48617875399154% -5.64812665284471% -1.64685431193862% 0.509100027092527% 0%
JNK -1.54704945898025% -5.55584383309604% -5.72514615321943% -3.33424584883848% -1.80292537510966% 0%
MBB -10.6751158052254% -9.0422452767181% -5.99236584371145% -2.49403365184028% -0.739640873743028% 0%
TIP -6.83106984252488% -9.11695753557249% -4.20556502221745% -1.88305471079559% -0.285081465824862% 0.465516147562815%
AGG -9.33196563095739% -9.14980773611089% -5.72206256018169% -1.99470810163818% -0.0973120915584151% 0.629670925402844%
BND -9.180912479197% -9.21272520461387% -5.94055240104302% -2.10926814601639% -0.166436794789161% 0.686622699850277%
EMB -7.25169095557263% -9.87943442513584% -10.2628545877489% -4.75022616142483% -2.58768080661626% 0%
PCY -12.6882753382838% -11.1114992047481% -13.1464925405703% -6.27385645844927% -3.58287417226932% 0%
BIL 0.193085542591713% -1.6889894043782% -0.967800300319277% -0.579297106734235% -0.417976517680521% 0%
TLT -26.0287801823406% -21.2330207080654% -12.1880445469142% -3.40187401365693% 2.48956814487193% 2.66318355048043%
SHY -2.73865715969671% -4.48296533739121% -2.27110858689454% -0.996125178991591% -0.37536907115907% 0.15656039350976%
ACWI -4.32528943983592% -3.261404842042% -3.48387224002455% -3.15467450228373% -4.4464759912611% 0%
FM -16.6011495589492% -13.368454011043% -10.8809623368376% 0% 0% 0%
EFA -14.4585030004931% -6.4994869858908% -8.16150122308852% -6.64088847308227% -7.94346413242118% -5.43302053204334%
EFG -22.5682384098363% -12.1137248093856% -9.71641286760158% -6.52320860805803% -7.61216208467399% -4.97683159707807%
EFV -7.04148920665726% -0.999416273783204% -7.42330592962098% -7.43160335246063% -8.8945702848788% -6.38799476187921%
SCZ -16.4799352584158% -11.9824549921643% -11.7975125255156% -6.82474537042225% -7.21445714910886% 0%
IWB -0.0653712845266092% -0.664176281080304% -0.495412690746589% -0.393390982629381% -0.251609185911885% -0.0936893258351272%
IWV -1.14906429734259% -1.12941837769877% -0.980590528363734% -0.801496979747029% -0.608168008755673% -0.424349459258471%
SPY 0% 0% 0% 0% 0% 0%
IWF -0.0443010722628472% -1.51572281874937% 2.43950018624223% 2.23675178619403% 1.52391029827736% 1.5733032558994%
QQQ -5.08997534920278% -2.81333305433964% 3.91707890606523% 3.40839095120406% 3.44719944983681% 3.06330890091217%
IWD -1.21938758888068% -0.423714551550211% -4.45166823290828% -3.60618294099778% -2.54646852960362% -2.23037343859545%
IWC -12.8201986554147% -10.9598572780288% -8.32988129762496% -6.82276036659241% -5.67721024146812% -5.69969955779711%
IWR -4.56439759000444% -4.16509274027448% -5.12796795659521% -3.82612107464467% -2.33643722425619% -1.47544603854682%
IWP -4.02371542732917% -6.03961225601389% -4.16847633383637% -2.41181217633339% -1.53442512477021% -0.828439471966613%
IWS -5.37286962802041% -3.03112199487665% -6.32140604735334% -5.20457624167794% -3.2154207152455% -2.35967123516205%
IWM -11.8899081114636% -7.2467849663797% -7.84081526519053% -5.9580121145489% -5.00622718756333% -3.8695866356664%
IWO -13.3581908227388% -9.08566267631154% -8.54157593262646% -5.86635851664204% -4.57878055441084% -3.40721765170146%
IWN -10.1410895150489% -5.76134498704216% -7.90396855648138% -6.49483866032445% -5.71449989582352% -4.61830840333436%
IYR -17.3362821835603% -10.6297596685598% -11.8143568960274% -5.9695613352233% -3.41686106111809% -4.76144460004719%
VNQ -15.6541954165163% -10.785201101806% -11.3026517410723% -5.86723563923228% -2.8803954708232% -3.92301505913946%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
DBA 1.22 0.66 0.73 -0.02 -0.00  
Peer Group* average
60% Equity / 40% Bonds 1.99 0.08 0.48 0.62 0.82 0.63
Global Equities (ACWI) 2.09 0.22 0.52 0.54 0.59  
U.S. Equities (SPY) 2.54 0.40 0.71 0.75 0.88 0.63
U.S. Bonds (BND) 0.29 -0.82 -0.43 -0.09 0.20 0.30
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA 1.21725806056703 0.664748751370647 0.725111343401102 -0.0165389062705955 -0.00219268817144001 0
DBB 0.637607085417954 -0.0492459562053119 0.328958645017521 0.136637480167857 0.0461179584448133 0
DBO -0.524825312082819 0.170992364146818 0.332684965477491 -0.00978994885720621 -0.0518934607422609 0
DBC -0.971632037641068 0.12968393581671 0.38726023690699 0.0580393614878228 -0.0081691939027243 0.0905125240981934
GLD 1.97653137516236 0.649045782198986 0.646740524374107 0.475802370132111 0.306735992987294 0.486498844264558
FXA -0.479988601913915 -0.617383770948649 -0.267615722640644 -0.353794433152063 -0.153286944228733 0
FXC -1.08035812038451 -0.976799960303494 -0.485070968556907 -0.445537339977356 -0.351851080973537 0
FXF -0.64066840257919 -0.437528005611393 -0.134633523350566 -0.225252541731647 -0.0957248860682927 0
FXE -0.957033748786193 -0.797731202237476 -0.493220926180564 -0.507459036161353 -0.431460728616612 0
FXB -0.120579090500595 -0.517274111920342 -0.271564579656541 -0.406019817835597 -0.319631800187274 0
FXY -0.41864444127975 -1.12792177389371 -0.92600485428104 -0.46498065524678 -0.53226136298457 0
UUP 0.524821686690455 0.346874010887427 0.141528794859452 0.219079510364991 0.198675672802631 0
EEM 0.665123443042985 -0.279199841295517 0.0605327855661782 0.112842102100518 0.148514805063522 0.279069478044749
AMLP 1.30270775102644 1.02378301055001 0.492527900073554 0.185393720125145 0 0
IGIB 0.638672846202166 -0.504034521992757 -0.155748321174049 0.101646976258434 0.326542869152331 0
EMHY 1.94104695404162 -0.0503649286196507 0.0357677369325556 0.197934630503277 0 0
HYD 0.877900547551255 -0.682279681908955 -0.214283813561218 0.0726044724015374 0.290714265095565 0
IEF 0.115580600634228 -0.899358714013162 -0.488936558612991 -0.142445131250607 0.152153258002922 0.245414770964855
IGOV -0.176378431884016 -0.892485082805238 -0.602913601174111 -0.372373409184639 -0.246274214832433 0
IHY 0.658000032268022 -0.350520370309122 -0.0874440508809271 0.11528751663842 0 0
ITM -0.0684809071091052 -0.690547801579196 -0.299941914531996 0.0100669305872472 0.274595721189541 0
JNK 1.48310638227853 -0.182417556385629 0.0644490305877132 0.213931703126756 0.49203097447724 0
MBB 0.338433872338226 -0.690487473971753 -0.4612644236696 -0.18819532103372 0.0751623614230928 0
TIP 0.201163279776724 -0.816458678145399 -0.131213142024585 0.0240828660227745 0.240631471088741 0.277529781291679
AGG 0.291136934503238 -0.799658079166032 -0.429928407768435 -0.0917062692653421 0.194604036161035 0.282351117909479
BND 0.286329851057865 -0.823700956689047 -0.433360756772584 -0.088076708401764 0.202108187540584 0.301146447563601
EMB 0.991263150086932 -0.408851777321164 -0.160128707724778 0.0747775927747309 0.298846724916784 0
PCY 0.817442626376258 -0.239960541316794 -0.139779660249888 0.0663072255171876 0.270661564223658 0
BIL 2.09435621257186 -0.92273090771779 -0.705017311290325 -0.585803970313556 -0.527811428386622 0
TLT 0.176132384339679 -0.961751785637452 -0.470328435064196 -0.0930270309914629 0.149367391566026 0.197291328882243
SHY -0.106440395736707 -1.20181968948496 -0.712836584911417 -0.436650553685033 -0.198387773681001 0.0428053749009877
ACWI 2.0861192031587 0.216394598968466 0.518091473377143 0.535654144072312 0.5854345226388 0
FM 0.476774612230013 -0.47342960966551 0.0179808440000635 0 0 0
EFA 0.643897803985945 0.0238984478413528 0.229238382039641 0.260737955150995 0.321312902844515 0.274028608480089
EFG 0.521980852153551 -0.175917634869859 0.182176285519086 0.286568453304293 0.35544747441374 0.296993249748735
EFV 0.747099659331399 0.265392473742494 0.243960476308235 0.197449456391291 0.254562526583665 0.225441039832802
SCZ 0.542039895781638 -0.232137030484773 0.118060517829472 0.285902334826363 0.388030421930341 0
IWB 2.51865482333048 0.367466607878939 0.685506656424128 0.723717262911404 0.862397957789138 0.621514886829863
IWV 2.41434990285623 0.345280680430302 0.663107307800345 0.700406889825059 0.840663507588562 0.602351704116255
SPY 2.54019847426753 0.400662449743261 0.70764602264695 0.745985961827529 0.87790128572819 0.626987357564511
IWF 2.30350141215697 0.340572570080553 0.790230869563124 0.839130676965253 0.936790121268821 0.700382918066811
QQQ 1.96722928007839 0.291073641262438 0.82536427348089 0.863998778724188 0.993528940082412 0.740477595213553
IWD 1.90960422266006 0.347426810137167 0.459703290890722 0.500734108914628 0.689504788189538 0.476665835514883
IWC 1.20754081485113 -0.053549067240365 0.338466132516231 0.352991231832969 0.512562456349733 0.32241439975269
IWR 1.79202131664015 0.204617857259608 0.479391656229461 0.525459169543826 0.723550319264347 0.536637445133523
IWP 1.81487340194365 0.150020637885761 0.511511445289089 0.591313825443657 0.754771150526196 0.563223693225779
IWS 1.64396962110977 0.245950999484119 0.425309993244915 0.442474487335026 0.662246890792414 0.485307008992688
IWM 1.32830843294548 0.0966929878082494 0.370790350225873 0.418210704770684 0.575994587851172 0.413804103025482
IWO 1.47293583492988 0.0365581223371352 0.345799037239466 0.429087329000975 0.597914303937149 0.437055525974838
IWN 1.15827533987564 0.145119031281703 0.364779422183216 0.377845182737749 0.525764860625549 0.369689997944495
IYR 1.03029799031373 -0.0672036903284717 0.163132648720633 0.304649104565606 0.528434489019175 0.328431825582161
VNQ 1.07636530427031 -0.0710126834290707 0.181923862951782 0.302927935204265 0.54546668099849 0.361641357325443
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
DBA 2.70 1.10 1.22 -0.02 -0.00  
Peer Group* average
60% Equity / 40% Bonds 3.66 0.10 0.70 0.91 1.27 0.92
Global Equities (ACWI) 4.10 0.30 0.76 0.79 0.88  
U.S. Equities (SPY) 5.39 0.58 1.08 1.14 1.39 0.92
U.S. Bonds (BND) 3.66 0.10 0.70 0.91 1.27 0.92
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA 2.70047383075252 1.10259614599856 1.21735919997869 -0.0233807298603227 -0.0032254979501659 0
DBB 1.28076341860756 -0.0711548945069741 0.508032392742793 0.206084120539154 0.0666228743953689 0
DBO -0.693953321610161 0.267010425463693 0.495658401195884 -0.0131067116377531 -0.0684439891384415 0
DBC -1.18556174142569 0.198507857992685 0.567002433716212 0.079319040193609 -0.0109803561654057 0.123577315738569
GLD 5.58331555815963 1.18380454521458 1.15507075540937 0.81624247831094 0.481758757550144 0.795998316612906
FXA -0.618643194308515 -0.737220157444342 -0.350299235661657 -0.469487222118634 -0.213557852119807 0
FXC -1.31356730946252 -1.05042627188538 -0.573027895555655 -0.556052065427288 -0.445154293458085 0
FXF -0.855922513139255 -0.568198554513209 -0.183115703040363 -0.315183281182033 -0.13328943088553 0
FXE -1.10260131323385 -0.942113700313868 -0.628667845803202 -0.64513602604453 -0.549498785158765 0
FXB -0.16460869261654 -0.628871911887897 -0.352977458696861 -0.517144291753862 -0.412720863302738 0
FXY -0.586931253295076 -1.31085593226714 -1.08466867958391 -0.601191816274454 -0.663671299723146 0
UUP 0.891429525244718 0.530342971818879 0.204427576948756 0.322878198870931 0.300039553892029 0
EEM 1.06119784325091 -0.39083119515885 0.0856059062685988 0.164992882566374 0.217107887760346 0.413727759567792
AMLP 4.15918620277698 1.82552180921345 0.74583387215887 0.273267780498287 0 0
IGIB 1.01478638304688 -0.640196739126306 -0.203490490072091 0.136858083384203 0.449264394815912 0
EMHY 4.55049593815523 -0.072132547138657 0.0466954196503596 0.268987285391969 0 0
HYD 1.48015215402503 -0.831291602004267 -0.248826367976335 0.0856957873666719 0.353018794910792 0
IEF 0.157882566525854 -1.04042201795901 -0.605882762148796 -0.190432894076939 0.21659432191492 0.367622815223706
IGOV -0.252664025877592 -1.05592511102358 -0.739243485903149 -0.469353237732953 -0.314793807106258 0
IHY 1.28818062692913 -0.449299687028298 -0.11210907768653 0.156256113418191 0 0
ITM -0.102025694000663 -0.853750884952582 -0.393791338843729 0.0133779789758621 0.386306967308982 0
JNK 3.03993992746577 -0.236477358962754 0.0839169065985755 0.289485771655697 0.71125167512329 0
MBB 0.497454284831136 -0.838408072377071 -0.56600729109178 -0.235397539002958 0.0971492030636998 0
TIP 0.280427742412017 -0.909537968426284 -0.160772022794286 0.0308572473112361 0.323169085045522 0.383097372767251
AGG 0.420440076415832 -0.950851567922828 -0.531853014927182 -0.119047777147204 0.262505474806476 0.405868147166487
BND 0.412322527576016 -0.969216848394596 -0.536388314307817 -0.114487795196537 0.272447966925238 0.427998081276246
EMB 1.7090363218671 -0.53180048837951 -0.202902708098269 0.0978989974146607 0.405348709826486 0
PCY 1.39058284161775 -0.325583254867823 -0.179647369192367 0.087318896981706 0.365674316457486 0
BIL 5.07796228464882 -0.904157684338241 -0.698722830298268 -0.58232230944806 -0.525451554629663 0
TLT 0.259068743427207 -1.14810441932133 -0.61160932590202 -0.132670571019421 0.231080837089096 0.307470939487982
SHY -0.141555881837566 -1.21987937591838 -0.771467724219094 -0.491351984285901 -0.229358228284331 0.0542577735859824
ACWI 4.09919628173539 0.304722428726365 0.762230852864964 0.792408694285323 0.88204425515756 0
FM 0.828984582966059 -0.620285065260898 0.022923322662435 0 0 0
EFA 1.03088100755564 0.034364001485881 0.332946464667492 0.377193288140262 0.473404738004272 0.387890943749627
EFG 0.789287694188151 -0.243205088331382 0.263218723024402 0.414805640330844 0.521700379485089 0.418689774234826
EFV 1.28570858779696 0.394343689870282 0.351303390238769 0.281161810281365 0.371911216910408 0.320423925364654
SCZ 0.861314709638422 -0.310692305654644 0.163187580980484 0.403328113960422 0.567866495466562 0
IWB 5.37299374404501 0.528761063507764 1.04915142898804 1.1079870792009 1.35704660480501 0.914680071572096
IWV 5.15473232072295 0.497120642360708 1.01085396340684 1.06659144221494 1.31772288337992 0.881604680462065
SPY 5.39330535312204 0.577541626665358 1.08286906942852 1.14431745646783 1.38510091178975 0.924225345926056
IWF 5.45643930081876 0.48920233255584 1.26724927105906 1.34754834874344 1.53340769700195 1.07350825859509
QQQ 4.4230389855857 0.417800732624333 1.33653569125749 1.4135541444445 1.6754688419452 1.15363154446267
IWD 4.20555435740339 0.518566633311276 0.675238110289612 0.738313035125623 1.05271633643258 0.680303190971967
IWC 2.80774857097101 -0.0785905584327251 0.516520131042841 0.52927397759506 0.787416056095085 0.466004113761359
IWR 4.06236467083408 0.304640433121488 0.712431502390865 0.780882149138442 1.1189711763292 0.781972997792567
IWP 4.74542694318757 0.222898650397928 0.812472479962504 0.932384516571353 1.22339437851291 0.844307093352584
IWS 3.55963353895121 0.366331521196951 0.608374405178426 0.637937448008638 0.995035614475763 0.692457274232698
IWM 3.15366419807676 0.146586936373885 0.560589230922817 0.623609910028124 0.88833745321764 0.604466709463042
IWO 3.50558471547951 0.0534260722405155 0.528021939703465 0.638936097654709 0.929183569674798 0.643528919913693
IWN 2.78929900244113 0.225542018159732 0.540977919396501 0.560737803157027 0.798882479129439 0.533003549343595
IYR 1.68032991597233 -0.0944833550802179 0.222940061624025 0.433916821176804 0.791276861841191 0.45879214549325
VNQ 1.79756815120104 -0.0997936725484766 0.250911831303068 0.434435987510784 0.829170006419524 0.511697987918892



  Compare: Risk & Volatility

for period ending November 30, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
DBA 5.5% 10.1% 18.4% 44.3% 60.4%  
Peer Group* average
60% Equity / 40% Bonds 3.6% 20.7% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 3.6% 25.7% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 4.0% 23.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 15.5% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA 5.5% 10.1% 18.4% 44.3% 60.4% 0%
DBB 9.5% 32% 32% 35.7% 54.6% 0%
DBO 11.9% 30.8% 48.1% 64.1% 83.5% 0%
DBC 5.3% 23% 31.7% 39.2% 64.8% 74.5%
GLD 3.1% 15.9% 18.1% 18.1% 42.9% 42.9%
FXA 5.4% 14.9% 17.8% 22.7% 36.6% 0%
FXC 3.5% 9.4% 12.8% 17.2% 32.2% 0%
FXF 8.5% 9.8% 13.4% 16.1% 29% 0%
FXE 4.8% 14.5% 21.2% 24.4% 38.6% 0%
FXB 4.4% 17.5% 21.6% 30.3% 36.3% 0%
FXY 12.6% 29.5% 37.1% 39.6% 55.5% 0%
UUP 3.3% 8% 9.7% 12% 17.3% 0%
EEM 5.7% 29.4% 36.5% 36.5% 36.5% 60.4%
AMLP 1.8% 14.5% 58.5% 69.8% 0% 0%
IGIB 2.4% 17.5% 18.7% 18.7% 18.7% 0%
EMHY 1.3% 21.8% 24.7% 24.7% 0% 0%
HYD 1.7% 19.7% 20.1% 20.1% 20.1% 0%
IEF 4.5% 19.1% 23.3% 23.3% 23.3% 23.3%
IGOV 7.4% 27.2% 33.9% 33.9% 33.9% 0%
IHY 2.4% 23% 26.7% 26.7% 0% 0%
ITM 2.6% 14.2% 15% 15% 15% 0%
JNK 1.3% 16.2% 16.2% 16.2% 16.2% 0%
MBB 3.9% 15.6% 17% 17% 17% 0%
TIP 2.1% 13.9% 13.9% 13.9% 13.9% 13.9%
AGG 3.2% 15.5% 17.1% 17.1% 17.1% 17.1%
BND 3.1% 15.5% 17.3% 17.3% 17.3% 17.3%
EMB 2.4% 25.1% 26.7% 26.7% 26.7% 0%
PCY 4.2% 32.5% 35.4% 35.4% 35.4% 0%
BIL 0% 0% 0.2% 0.2% 0.4% 0%
TLT 9.9% 40.8% 47.6% 47.6% 47.6% 47.6%
SHY 0.6% 4.7% 5.3% 5.3% 5.3% 5.3%
ACWI 3.6% 25.7% 25.7% 25.7% 25.7% 0%
FM 5.1% 30.4% 33.1% 0% 0% 0%
EFA 5.6% 27.2% 27.6% 27.6% 27.6% 57.4%
EFG 6.3% 33.5% 33.6% 33.6% 33.6% 55.4%
EFV 4.8% 22.9% 28.5% 33.2% 33.2% 59.7%
SCZ 6.3% 32% 34.6% 34.6% 34.6% 0%
IWB 4.2% 24.6% 24.6% 24.6% 24.6% 50.9%
IWV 4.4% 24.6% 24.6% 24.6% 24.6% 51.2%
SPY 4% 23.9% 23.9% 23.9% 23.9% 50.8%
IWF 4.2% 30.8% 30.8% 30.8% 30.8% 48%
QQQ 4.4% 32.6% 32.6% 32.6% 32.6% 49.7%
IWD 4.2% 17.8% 26.7% 26.7% 26.7% 55.4%
IWC 8% 32% 37.4% 37.7% 37.7% 59.5%
IWR 5.3% 24.3% 27.1% 27.1% 27.1% 54.1%
IWP 5.9% 31.5% 34.2% 34.2% 34.2% 52.9%
IWS 5.2% 20.5% 31.7% 31.7% 31.7% 57.3%
IWM 6.8% 25.1% 30.6% 32.3% 32.3% 52.5%
IWO 7.6% 29.5% 33.6% 33.6% 33.6% 52.2%
IWN 6.2% 21.3% 35.8% 37.9% 37.9% 55.1%
IYR 9.3% 31.9% 31.9% 31.9% 31.9% 69.6%
VNQ 9.1% 32.8% 32.8% 32.8% 32.8% 68.3%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
DBA 18.9% 13.0% 13.5% 11.9% 13.1%  
Peer Group* average
60% Equity / 40% Bonds 9.4% 13.7% 14.0% 11.3% 10.5% 10.7%
Global Equities (ACWI) 11.0% 18.0% 19.4% 16.2% 16.4%  
U.S. Equities (SPY) 12.4% 19.4% 21.0% 17.3% 16.6% 16.6%
U.S. Bonds (BND) 6.5% 7.5% 6.4% 5.2% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA 18.9% 13% 13.5% 11.9% 13.1% 0%
DBB 21.1% 23.5% 23% 19.3% 20.2% 0%
DBO 13.5% 23.6% 35.3% 30.7% 28.1% 0%
DBC 7.3% 15.6% 20.4% 17.6% 17.2% 19.3%
GLD 13.8% 15.2% 16.1% 15.3% 16.7% 18.4%
FXA 8.8% 10.2% 10.9% 9.9% 11.1% 0%
FXC 5.2% 5.9% 6.4% 7.5% 7.6% 0%
FXF 8% 8.5% 7.9% 7.9% 9.2% 0%
FXE 5.6% 7.4% 7.1% 7.2% 8.3% 0%
FXB 6% 8.2% 8.2% 8.3% 8.2% 0%
FXY 12.8% 11.2% 9.3% 9.2% 9.1% 0%
UUP 6.6% 7.9% 7.1% 6.9% 7.5% 0%
EEM 11.6% 17.9% 19.4% 18% 19.1% 22.9%
AMLP 18% 25.3% 49.3% 33.7% 0% 0%
IGIB 7.1% 9.3% 9% 6.8% 5.9% 0%
EMHY 6.9% 12.2% 13.8% 11.2% 0% 0%
HYD 4.8% 9.1% 12.5% 9.9% 9.1% 0%
IEF 8% 8.6% 7.7% 6.8% 6.7% 6.8%
IGOV 10.2% 12.1% 10.5% 8.9% 8.7% 0%
IHY 6.8% 10.8% 11.7% 9.7% 0% 0%
ITM 4.8% 8% 7.5% 6.2% 6.1% 0%
JNK 4.9% 10.1% 10.4% 8.5% 8.6% 0%
MBB 7.6% 8.4% 6.7% 5% 4.4% 0%
TIP 4.8% 7.1% 6.4% 5.2% 5.3% 6%
AGG 6.7% 7.7% 6.4% 5.1% 4.6% 4.6%
BND 6.5% 7.5% 6.4% 5.2% 4.6% 4.6%
EMB 8.1% 12.4% 13.1% 10.4% 9.8% 0%
PCY 12.3% 17.6% 17% 13.2% 12.2% 0%
BIL 0.1% 0.6% 0.7% 0.6% 0.5% 0%
TLT 14.8% 15% 15% 14.1% 14.4% 14.4%
SHY 2.1% 2.5% 2% 1.6% 1.4% 1.5%
ACWI 11% 18% 19.4% 16.2% 16.4% 0%
FM 11.7% 15.9% 19.5% 0% 0% 0%
EFA 12.4% 18.5% 19.3% 16.2% 16.9% 18.2%
EFG 13.8% 20.4% 20% 16.7% 17.1% 18.1%
EFV 12.4% 18.4% 20.8% 17.2% 17.9% 19.3%
SCZ 15.4% 18.8% 21.3% 17.7% 18.3% 0%
IWB 12.7% 19.4% 21.4% 17.6% 16.8% 16.9%
IWV 13.3% 19.6% 21.6% 17.8% 17.1% 17.2%
SPY 12.4% 19.4% 21% 17.3% 16.6% 16.6%
IWF 15.9% 23% 24.8% 20% 18.7% 18.3%
QQQ 15.1% 24.7% 26.2% 22% 20.8% 21.2%
IWD 13.9% 18.2% 20.7% 17.1% 16.6% 16.9%
IWC 33.1% 25.4% 30.3% 24.7% 24.1% 23.5%
IWR 17.7% 21.4% 24.1% 19.4% 18.9% 19.4%
IWP 22% 23.8% 25.6% 20.8% 20.1% 20.4%
IWS 17.8% 21.6% 24.7% 19.6% 19% 19.7%
IWM 28% 24.8% 27.4% 22.8% 22.4% 22.2%
IWO 28.9% 25.1% 27.6% 23.4% 23.1% 22.8%
IWN 28% 25.2% 28.7% 23.3% 22.5% 22.3%
IYR 21.1% 22.6% 23% 19% 18.9% 23.3%
VNQ 21.4% 22.7% 23% 19.4% 19.6% 24.3%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
DBA 7.9% 6.9% 7.5% 8.1% 8.7%  
Peer Group* average
60% Equity / 40% Bonds 4.7% 9.2% 9.0% 7.1% 6.5% 7.0%
Global Equities (ACWI) 5.1% 11.8% 12.6% 10.5% 10.5%  
U.S. Equities (SPY) 5.4% 12.5% 13.1% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 3.9% 5.4% 4.5% 3.4% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA 7.9% 6.9% 7.5% 8.1% 8.7% 0%
DBB 9.9% 15.4% 14.2% 12.3% 13.7% 0%
DBO 9.8% 13.9% 23.1% 22.5% 21% 0%
DBC 5.3% 9.2% 13.5% 12.6% 12.6% 13.9%
GLD 4.4% 7.2% 8.4% 8.5% 10.4% 10.9%
FXA 6.3% 7.7% 7.8% 7.1% 7.7% 0%
FXC 3.5% 4.7% 4.8% 5.7% 5.8% 0%
FXF 5.2% 5.7% 5.2% 5.3% 6.4% 0%
FXE 4.2% 5.4% 4.9% 5.3% 6.3% 0%
FXB 3.8% 5.9% 5.7% 6.2% 6.1% 0%
FXY 8.6% 8.8% 7.3% 6.7% 7.1% 0%
UUP 3.1% 4.3% 4.3% 4.3% 4.7% 0%
EEM 6.8% 11.7% 13.1% 11.8% 12.7% 15.1%
AMLP 4.9% 13.2% 32% 22.5% 0% 0%
IGIB 3.9% 6.4% 6.3% 4.6% 3.9% 0%
EMHY 2.2% 7.6% 10.2% 7.9% 0% 0%
HYD 2.3% 6.5% 10.5% 8.2% 7.3% 0%
IEF 5.3% 6.5% 5.5% 4.5% 4.3% 4.1%
IGOV 6.6% 9.3% 7.9% 6.6% 6.5% 0%
IHY 2.8% 7.6% 8.7% 6.8% 0% 0%
ITM 2.5% 5.5% 5.1% 4.2% 4% 0%
JNK 1.8% 7% 7.6% 5.9% 5.7% 0%
MBB 4.6% 5.9% 4.6% 3.4% 2.9% 0%
TIP 2.9% 5.5% 4.6% 3.5% 3.6% 4%
AGG 4.1% 5.5% 4.4% 3.4% 3% 2.8%
BND 3.9% 5.4% 4.5% 3.4% 3% 2.8%
EMB 4.1% 8.6% 9.9% 7.6% 6.9% 0%
PCY 6.7% 12.1% 12.7% 9.6% 8.7% 0%
BIL 0% 0% 0% 0% 0% 0%
TLT 9.7% 11.7% 10.9% 9.4% 8.9% 8.9%
SHY 0.9% 1.6% 1.2% 0.9% 0.8% 0.7%
ACWI 5.1% 11.8% 12.6% 10.5% 10.5% 0%
FM 6.2% 11.1% 14.8% 0% 0% 0%
EFA 7.3% 11.8% 12.7% 10.7% 11.1% 12.6%
EFG 8.8% 13.9% 13.2% 11.1% 11.4% 12.5%
EFV 6.6% 11.3% 13.9% 11.7% 12% 13.3%
SCZ 9.2% 13.1% 14.8% 12.1% 12.2% 0%
IWB 5.6% 12.5% 13.4% 11% 10.4% 11.2%
IWV 5.9% 12.6% 13.5% 11.2% 10.5% 11.5%
SPY 5.4% 12.5% 13.1% 10.8% 10.2% 11%
IWF 6.2% 15.1% 14.8% 12% 11% 11.6%
QQQ 6.2% 16.3% 15.4% 12.9% 11.9% 13.2%
IWD 5.8% 11.1% 13.5% 11.1% 10.5% 11.6%
IWC 13.6% 16.3% 19.2% 16% 15.3% 15.9%
IWR 7.3% 13.4% 15.6% 12.6% 11.9% 13%
IWP 8.1% 15.1% 15.5% 12.7% 12% 13.3%
IWS 7.6% 13.4% 16.7% 13.2% 12.3% 13.5%
IWM 11.2% 15.3% 17.5% 14.8% 14.1% 14.8%
IWO 11.6% 16.3% 17.4% 15.2% 14.5% 15.1%
IWN 11% 15% 18.7% 15.2% 14.5% 15.2%
IYR 12.6% 15% 16.2% 12.9% 12.3% 16.4%
VNQ 12.5% 15.1% 16% 13% 12.5% 16.8%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
DBA 0.36 0.19 0.27 0.20 0.28  
Peer Group* average
60% Equity / 40% Bonds 0.78 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.90 0.94 0.94 0.94 0.99  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.78 0.74 0.70 0.67 0.65 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA 0.359158711802401 0.188402506553482 0.267468710182922 0.198348207314608 0.275497253865091 0
DBB -0.747570922560474 0.543944674900769 0.579898458620966 0.527881149443459 0.691812985367895 0
DBO -0.289467145096673 0.16001940206481 0.613959197249209 0.790934935124515 0.894097302189792 0
DBC -0.319663027148383 0.12830522320179 0.413452612732795 0.45030266034858 0.565731922598083 0.570898673145581
GLD -0.430364045742398 0.183289089922641 0.194604026426717 0.0746386298809003 0.103734176676517 0.0959303328994584
FXA 0.362921033306529 0.406812652129638 0.43946305654098 0.405615217726721 0.479752575599038 0
FXC 0.284630144926983 0.25953187312262 0.262801162169467 0.278972381267689 0.331624419075255 0
FXF 0.185952858417194 0.210631600176069 0.154989891262635 0.106663645304129 0.187082889328887 0
FXE 0.116661493513371 0.21514511705107 0.173929059794789 0.145615365155789 0.248619013428629 0
FXB 0.184113295263556 0.34521574436758 0.307072373940198 0.312127914906912 0.306636644161225 0
FXY 0.528771831436203 0.270473836801642 0.14672133309967 0.0383972278825065 -0.0236343389535277 0
UUP -0.226522576295433 -0.238467330816643 -0.203080729803557 -0.162058798889489 -0.22882470373703 0
EEM 0.358464366464609 0.674371384235789 0.714914404247099 0.773853282575575 0.903454258614424 1.04731769491199
AMLP 0.734839287736413 0.643279680244818 1.41690974313741 1.30753813962537 0 0
IGIB 0.396401316994705 0.417334456785987 0.358400952594667 0.260422060180951 0.203529920109279 0
EMHY 0.424924624423774 0.538914638181173 0.581336070632393 0.483120255737548 0 0
HYD 0.317726447948323 0.418338654078647 0.477265788726179 0.329517987686224 0.236785443139547 0
IEF 0.44978044461979 0.344035576801032 0.145701449607103 0.0488104577440688 -0.0259997248905309 -0.0338042375881597
IGOV 0.518850876505863 0.561398042943803 0.386134319178152 0.272788019221155 0.272539214177316 0
IHY 0.295867057045426 0.494925404486473 0.506966141995883 0.444227002944693 0 0
ITM 0.273922104419539 0.336045349874329 0.236765254562197 0.137453249877143 0.0816263455188476 0
JNK 0.30563051832185 0.505377000840684 0.473077811871452 0.433920764876661 0.450367363035985 0
MBB 0.454166583889586 0.357524450898989 0.191286247266508 0.121147039725095 0.0791941670330867 0
TIP 0.268519593980194 0.332560340388512 0.244538505762495 0.170051884256812 0.118860137377209 0.122887751326042
AGG 0.387278277125191 0.324895136133908 0.199994281059722 0.122531505767324 0.0746067737655891 0.071951863298135
BND 0.379151100448207 0.322903335734365 0.214646663628203 0.134142030197741 0.0830480494363626 0.0748170782696689
EMB 0.522875861934182 0.600242876996258 0.580120789130996 0.450418534125024 0.39994580214731 0
PCY 0.768150604147143 0.83965763644522 0.74347749234877 0.566476425576794 0.486433948260872 0
BIL -0.000793447375306994 0.00984512350936018 0.00067500995666279 0.00145509656308344 0.000371041266859146 0
TLT 0.962963500609137 0.638368182106433 0.285617369943324 0.0988861599856804 -0.103212763194049 -0.0906693578279101
SHY 0.0864806121986479 0.0718576588702327 0.0241701331739535 0.00796638229131649 0.00178121201471657 -0.0101188558663947
ACWI 0.89557534296102 0.938727365130465 0.93993868053671 0.93946296145198 0.987704800137722 0
FM 0.752982796502367 0.639413001254738 0.750848498708662 0 0 0
EFA 0.757372999744441 0.873264706619152 0.873822016506131 0.863590988910144 0.942906115406361 0.99534763485135
EFG 1.00707068148129 1.03448581001131 0.926253382877445 0.896458029538612 0.964990844193233 0.988779740170961
EFV 0.543194250028913 0.726049888026643 0.841561704942763 0.845811330639254 0.937310294314989 1.01090306291172
SCZ 0.82727241838762 0.916376585237698 0.979257257053494 0.932859823271121 0.995305729017723 0
IWB 1.02030816901191 1.00328981490736 1.01922169296473 1.01432462134034 1.01434570327932 1.01459437024407
IWV 1.05761526448312 1.01432029796196 1.02712667569009 1.02391604818622 1.02570499397213 1.03019694141064
SPY 1 1 1 1 1 1
IWF 1.1396693447362 1.13442960748999 1.08951911622051 1.07619305896821 1.0609869853731 1.04227995691518
QQQ 1.11370973796668 1.18136436233432 1.09252624121043 1.11615088076608 1.10425729538645 1.11099298591803
IWD 0.888463292722962 0.875542433899425 0.953699664393096 0.954454128057969 0.972489275189111 0.993195329356497
IWC 1.57399569713234 1.07436597976422 1.14489033013359 1.1258177610289 1.17572085254795 1.19399939476337
IWR 1.14829667766835 1.06346630718045 1.10534033597672 1.07760371785019 1.08780468463905 1.11048951508298
IWP 1.34782185859538 1.15248068582062 1.12052119752972 1.10618557637068 1.11548277286275 1.12925645884936
IWS 1.09797276423502 1.02676474849905 1.10729440635121 1.06729698811734 1.07515243392818 1.11198663610719
IWM 1.50045402456613 1.12526715716961 1.15683724171251 1.15437228196139 1.1901998367217 1.19011287651447
IWO 1.70102744115416 1.16047293258753 1.16192444423004 1.17690558211464 1.21070774174451 1.20724911272664
IWN 1.29899648678837 1.08038409536598 1.1565945620014 1.12941357265776 1.16663340753948 1.17125123861485
IYR 1.26446805494766 1.08233005068755 1.05075297236016 0.898810583541877 0.905773621956503 1.09476924267103
VNQ 1.24410399412024 1.0876146563004 1.04570209925945 0.890788693050048 0.905622304438444 1.09803725537744



  Compare: Correlation

for period ending November 30, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.27 0.30 0.44 0.30 0.38
to S&P500 (SPY) 0.22 0.28 0.40 0.26 0.31
to U.S. Bonds (BND) 0.07 0.13 0.07 -0.05 -0.02
to Commodities (DBC) 0.43 0.47 0.63 0.56 0.61
to Gold (GLD) 0.30 0.37 0.19 0.11 0.23