DB Commodity Index Tracking Fund
for period ending April 30, 2024
Quick Links
Overview
DBC 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 DB Commodity Index Tracking Fund gives investors access to a broad basket of commodities. 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: Broad
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 changes, whether positive or negative, in the level of the DBIQ Optimum Yield Diversified Commodity Index Excess Return™. The fund pursues its investment objective by investing in a portfolio of exchange-traded futures on the commodities comprising the index, or the Index Commodities. The Index Commodities are 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. You may consult www.invesco.com for details on how this manager chooses particular assets for inclusion in this fund.
Cost
Since this is an exchange-traded fund, you can purchase this directly through your broker using the ticker DBC . See How to Invest , below. Fund fees. The manager of this fund charges a percentage of assets under management as its fee. Additional fees. If a financial adviser purchases this fund on your behalf, they may also charge a fee.
How to Invest
You can invest in this portfolio ingredient by buying the ticker symbol "DBC" 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 April 30, 2024
5-year graph
●
DBC
●
Global equities (ACWI)
●
U.S. equities (SPY)
●
U.S. bonds (BND)
●
60% Equity / 40% Bonds (s.6040)
YTD
1 year
3 year
5 year
10 year
15 year
20 year
DBC
5.9%
1.6%
3.9%
11.2%
9.2%
-0.4%
1.6%
3.1%
Peer Group* average
60% Equity / 40% Bonds
1.9%
-3.6%
12.4%
2.4%
7.5%
7.7%
9.7%
7.4%
Global Equities (ACWI)
4.4%
-3.6%
17.0%
4.2%
9.4%
8.1%
10.5%
U.S. Equities (SPY)
5.9%
-4.0%
22.4%
7.9%
13.1%
12.3%
14.5%
9.9%
U.S. Bonds (BND)
-3.1%
-2.4%
-1.4%
-3.6%
-0.2%
1.2%
2.3%
3.0%
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
18.8042430086789%
-0.484652665589669%
22.987385636899%
12.0598710119381%
10.3691070559838%
-0.959081632996173%
0.332439413608143%
0%
DBB
10.983606557377%
13.0846325167038%
13.8576682226059%
2.95210373190455%
6.27046772024098%
3.44303294703761%
3.24199993998042%
0%
DBO
12.0057512580877%
0.257400257400264%
10.3172492726121%
13.3929005630355%
8.81030918079593%
-5.21626811747355%
-1.01829593412206%
0%
DBC
5.89836660617058%
1.61079669133652%
3.90102891427839%
11.1993919724555%
9.23164812576685%
-0.409414499962113%
1.59922090259492%
3.06735303193106%
GLD
10.8280587958362%
2.98950029165856%
14.6482688021849%
8.54685993060553%
11.818426189513%
5.48429341357997%
6.09142889634786%
8.50444598678357%
FXA
-4.41713523450233%
-0.437814897822386%
-0.896104314392787%
-5.34881075983851%
-1.55944098893045%
-2.96150024545683%
0.590774550499273%
0%
FXC
-2.93451087527384%
-1.48546246467802%
0.3349258029818%
-3.00020936265046%
-0.059305483278671%
-2.02499225685879%
-0.787744277596381%
0%
FXF
-8.47912445237827%
-1.9056089965676%
-2.85361980873203%
-0.844476936044392%
1.21099444608894%
-1.35979778141175%
0.689244020563695%
0%
FXE
-2.57448228800684%
-0.876176549163399%
-1.39852235970038%
-3.72240654036874%
-1.23115512173907%
-3.04936400847328%
-1.80337390128336%
0%
FXB
-0.889169570699966%
-0.703486371516471%
2.1297274679047%
-2.30990461996711%
-0.352794156512848%
-2.86339621134465%
-1.15403396474643%
0%
FXY
-10.803829205288%
-4.13196145680221%
-14.1185073235653%
-12.021426199536%
-7.24996879678037%
-4.74434685014142%
-3.54556639619554%
0%
UUP
6.9767441860465%
2.15015861825871%
11.0999483898771%
8.15953496001163%
3.92439841367356%
4.08376251884237%
1.5156476376281%
0%
EEM
1.93981596617756%
-0.219084712755591%
7.60762875052936%
-6.62085269686116%
0.903857402353725%
2.13235176323174%
4.55429231558655%
6.34750447381405%
AMLP
12.5125283119266%
-1.20101137800253%
29.9764169923299%
22.1717160461152%
8.08684882276243%
1.77456213246741%
0%
0%
IGIB
-2.36421360141452%
-2.27913685981229%
1.59570107950029%
-2.49893306995338%
1.26017163438277%
2.06290614472804%
3.52616468557569%
0%
EMHY
2.78330914011986%
-1.32218094929676%
13.2196624025568%
-0.72939320593477%
1.44568634216444%
2.78200222047347%
0%
0%
HYD
0.215250138284762%
-1.68093510511762%
2.86645131022769%
-3.41763365158694%
-0.640566808969723%
2.40231757903895%
4.49120562694032%
0%
IEF
-4.38243312749452%
-3.12734992556314%
-5.22429438848073%
-5.1356084762422%
-1.13205160509079%
0.768224008015839%
1.98236002112195%
3.11180814154839%
IGOV
-7.40382288894265%
-3.43174362856422%
-5.29570696274539%
-10.0371329132879%
-4.55403501673752%
-2.76601004695946%
-0.569867761723686%
0%
IHY
-1.54471838524451%
-1.33997019057541%
5.83569504124639%
-3.17337347928076%
1.00826929771891%
1.74021098928783%
0%
0%
ITM
-1.91935438606858%
-1.24736778314232%
1.10928508329071%
-2.14774163855238%
0.568609797386332%
2.00054800278664%
3.08256068988753%
0%
JNK
0.274942923374044%
-1.32952110115967%
7.98380748777383%
0.156328617894075%
2.3097126520478%
2.67436364659521%
6.31598220775005%
0%
MBB
-3.92635454450061%
-2.8170728974989%
-2.15952413769699%
-4.1242565007688%
-1.06359477299565%
0.595338455555972%
1.51984987087843%
0%
TIP
-1.76373334114938%
-1.69056602588349%
-1.6064909989821%
-1.75814607767727%
1.87440844592415%
1.73396242204422%
2.91713169281504%
3.36340180738379%
AGG
-3.19581949208007%
-2.47588396088366%
-1.49900506149906%
-3.53348739050989%
-0.171982771215262%
1.16652737501766%
2.28140574248923%
2.87644491640828%
BND
-3.07912799700134%
-2.4059746460529%
-1.407120760537%
-3.58780969298589%
-0.163451524649738%
1.17335125060463%
2.31518975453806%
2.95796838397226%
EMB
-0.903525942294348%
-2.41075337039529%
4.96810973620141%
-4.09998731701665%
-0.574704797483128%
1.89939367562963%
4.33403019666145%
0%
PCY
-2.6873972930692%
-3.53746203876818%
9.47692170034766%
-4.71227236927498%
-1.396877072898%
1.68398821786961%
4.41028620287014%
0%
BIL
1.7242451740108%
0.4317690948763%
5.28008064576495%
2.55700617917973%
1.89015932562382%
1.24923794670542%
0.818309860315836%
0%
TLT
-9.91631783392719%
-6.44915659110615%
-14.0937594052114%
-11.7098598322166%
-4.38339232172875%
0.102113536216497%
2.07493466230808%
3.52315265809582%
SHY
-0.170440286385098%
-0.440406917171099%
2.08611250065778%
-0.23174968158598%
0.891653667979653%
0.878955800335279%
0.921843988947679%
1.67118376282829%
ACWI
4.37260489338704%
-3.5503495868519%
17.0097820628529%
4.17765527618925%
9.37332764063223%
8.1384272785729%
10.4682441180923%
0%
FM
3.42205323193916%
-5.06108202443281%
11.3365633401269%
-1.43489498106825%
2.1518450286826%
0%
0%
0%
EFA
2.54810882548109%
-3.24317555722515%
8.23639696169902%
2.66330100412175%
6.01504790370684%
4.25047451607992%
7.28461660997628%
5.55630574850667%
EFG
2.09602478058852%
-4.73070623374122%
4.9620173381449%
-0.380442369091438%
5.80300400595539%
5.01982398097029%
7.91305037650165%
5.83007056282283%
EFV
2.62955854126679%
-1.70955882352941%
11.4582361899777%
5.33092339475185%
5.43463735592762%
2.92696443652476%
6.17026559777816%
4.78055279998193%
SCZ
-1.17932148626817%
-3.41070582662245%
3.65735466413302%
-3.89884593574693%
3.32406846760502%
4.30554396410399%
8.84905536303431%
0%
IWB
5.54976367185955%
-4.18359198694579%
22.7215743364757%
6.83845394610896%
12.7348233623403%
11.9998239064456%
14.4051999275505%
9.90573973291244%
IWV
5.08910825832904%
-4.37549986670222%
22.1822230514476%
6.14266131073529%
12.2625051638737%
11.6289524281872%
14.1393246345277%
9.74344034560752%
SPY
5.94146542122156%
-4.03196512895024%
22.4398873653039%
7.93675068194089%
13.1061130433718%
12.306848664783%
14.4934557420263%
9.92253058522525%
IWF
6.62768036912111%
-4.21599169262722%
31.6760062565279%
8.28505947991334%
16.2644739443738%
15.2692062786886%
16.5880973059949%
11.4511569174665%
QQQ
3.81582187736165%
-4.3737753654197%
32.5079566893603%
8.58787188906156%
18.3010210422009%
18.1015147243175%
19.3205611560337%
14.2234778830736%
IWD
4.23348391033338%
-4.24878566244208%
13.2367298403966%
4.95755522708288%
8.42510978278748%
8.24544191075718%
11.8244761154215%
8.01017691507668%
IWC
-3.74320573379023%
-8.03696674643122%
11.1492102005027%
-7.78410612693379%
4.52486038600195%
5.6405235611759%
10.3228642408714%
5.81728644602977%
IWR
2.69934307789157%
-5.31573314306101%
16.1894791724825%
2.23999019899674%
8.88700718677002%
9.22762982265619%
13.2417804002667%
9.7258906634939%
IWP
2.95941006717404%
-5.86998422989312%
20.375459061544%
0.585443782519435%
9.3454993190593%
10.6504449525825%
13.9582205104829%
10.0131858580022%
IWS
2.52771823747668%
-5.16237133966329%
13.8538642847042%
3.04440988711181%
7.84270716358713%
7.73280860071122%
12.3811388061423%
9.16319208789924%
IWM
-2.15141536714621%
-6.84736091298146%
13.3558539833647%
-3.23576060539548%
5.74135374527505%
7.18409585403013%
11.2814078597079%
7.94642127749363%
IWO
-0.626858225514337%
-7.56277695716396%
12.4518797337201%
-5.94931315840962%
5.00056125186379%
7.62626886859366%
11.7948276892556%
8.24511979281428%
IWN
-3.7025100694845%
-6.15200554121278%
13.9464458786842%
-0.87913445164518%
5.76246279103343%
6.29937083614578%
10.3903921588448%
7.25924108612928%
IYR
-9.29646908093942%
-8.12013348164629%
-0.826706636886032%
-3.40796188268659%
1.54004031887893%
4.99205637721925%
10.0077702448913%
6.84866201739218%
VNQ
-9.12240266620803%
-7.94403330249769%
-0.362066291479102%
-3.5332562382934%
2.0016772371146%
4.98616262875926%
10.6277237753423%
7.6967279914973%
DBC
11.8%
-7.8%
41.4%
19.3%
-6.2%
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 April 30, 2024
Maximum Drawdown vs. Annual Return
●
DBC
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
DBC
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
DBC
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
1 year
3 year
5 year
10 year
15 year
20 year
DBC
-18.7%
3.9%
-4.0%
-12.4%
-13.0%
-7.1%
Peer Group* average
60% Equity / 40% Bonds
-8.2%
-6.2%
-3.6%
-1.9%
-0.5%
0.5%
Global Equities (ACWI)
-5.4%
-3.8%
-3.5%
-4.0%
-4.4%
U.S. Equities (SPY)
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
U.S. Bonds (BND)
-30.4%
-22.7%
-19.0%
-12.5%
-9.7%
-3.9%
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
2.21639437856279%
9.76021860608141%
1.08608268644372%
-14.1715511745165%
-14.2651436953432%
0%
DBB
-10.9029197923151%
-4.71250786305143%
-7.24300064440742%
-9.1421865213955%
-11.7872403088476%
0%
DBO
-14.0707003047469%
2.60878716870525%
-6.76095690790516%
-13.9984163680838%
-14.4052153401657%
0%
DBC
-18.6590083178127%
3.90740716650317%
-4.03212996854169%
-12.4212301333355%
-12.9529250407508%
-7.14393111687284%
GLD
-6.7726416152074%
1.62183424721431%
0.848294478972248%
-6.58267643655639%
-8.86719408125614%
-2.13713134836363%
FXA
-28.1124148061591%
-19.9148440583306%
-17.88341057427%
-17.7001011605811%
-14.085435224248%
0%
FXC
-29.479502304543%
-23.7625244158427%
-18.6507128558394%
-18.1595065428072%
-16.766867534948%
0%
FXF
-30.28800868095%
-14.3570013558957%
-14.2023457002482%
-16.626972949314%
-14.1271682457395%
0%
FXE
-32.6907870361124%
-22.7169186068455%
-20.9658551155796%
-20.6068012569533%
-18.4178154780969%
0%
FXB
-24.3332825389562%
-17.7853752871257%
-17.2644277246515%
-19.0003349485107%
-17.3311271698738%
0%
FXY
-47.4492698388701%
-30.3731142049368%
-30.8623475972822%
-21.3274519828227%
-20.7936493609101%
0%
UUP
-3.68956033267536%
6.01304317316483%
-7.35247014543886%
-5.33978752320444%
-12.717186879418%
0%
EEM
-15.0040073242888%
-14.2972064270985%
-12.1395101752919%
-10.211455798869%
-10.7113189148278%
-4.97471730841474%
AMLP
12.8731070577107%
11.4643344311304%
-7.78896757069031%
-10.5032369674393%
0%
0%
IGIB
-23.4166419041254%
-16.8843232627776%
-13.6049993485742%
-9.9353135230871%
-7.35795863480782%
0%
EMHY
-4.16388223082756%
-11.1427325873218%
-12.1942053705604%
-9.13401530647919%
0%
0%
HYD
-21.4072833444177%
-18.5274062550488%
-15.4411214557987%
-9.57684765326571%
-8.1504263534539%
0%
IEF
-35.4957761862608%
-23.0118267520181%
-19.6498130925348%
-12.9343540398593%
-11.5817301117028%
-4.96014806208751%
IGOV
-30.4494348276301%
-23.9341989178865%
-23.0614831074754%
-18.3612991781718%
-16.2805772544587%
0%
IHY
-16.071009396958%
-16.0904774902526%
-13.2188624696114%
-10.6230392049226%
0%
0%
ITM
-25.1096596207768%
-17.9459240528103%
-15.8934355763824%
-10.0499991338988%
-8.79208109846875%
0%
JNK
-11.2378395652166%
-11.1368210493935%
-11.2568957963598%
-8.92230765345857%
-4.65360794405668%
0%
MBB
-29.7488744351651%
-22.1659140254387%
-21.6462422050177%
-14.4226401750142%
-12.2835355826678%
0%
TIP
-37.1155972496112%
-18.4047131747043%
-13.1476994376667%
-10.7658193503102%
-8.51319180801416%
-3.87545879495866%
AGG
-30.2650269941599%
-22.2037553236074%
-19.103182901609%
-12.5280846135187%
-9.79579628001079%
-4.16756170621054%
BND
-30.4445802010533%
-22.6819011227431%
-19.0322298742721%
-12.4913110951618%
-9.6877667025923%
-3.8665491430178%
EMB
-17.5960876939681%
-15.7869034833622%
-15.1550309780821%
-10.3732815675%
-8.47549550165713%
0%
PCY
-13.0015612803098%
-12.9066360540206%
-14.9483871857276%
-10.6514078016475%
-9.27463290096554%
0%
BIL
-12.9224512744553%
-47.7654357482527%
-39.8732321568379%
-28.1831150092701%
-27.3300736803707%
0%
TLT
-32.474349463581%
-20.6094708942036%
-18.4161235029632%
-12.3640008286915%
-12.3690828705767%
-6.24161545580242%
SHY
-42.1830994656529%
-39.6121554102606%
-29.2171970173371%
-20.2302601704756%
-16.9035624820852%
-8.19874614754819%
ACWI
-5.35997612309504%
-3.76288216856005%
-3.46879427432492%
-3.95416547961321%
-4.39864881788586%
0%
FM
-12.0996456781155%
-9.41303191253612%
-10.9304609664778%
0%
0%
0%
EFA
-14.1721476511737%
-5.28184803358019%
-7.03770388047419%
-8.04196366482184%
-7.81742671651706%
-4.85803660923069%
EFG
-17.4463197268173%
-7.75703037601803%
-7.35041934670232%
-7.35005672725923%
-7.27007827969566%
-4.58297077627892%
EFV
-10.6903914258722%
-2.55513640825814%
-7.82025326757026%
-9.44930635697046%
-9.09923529598828%
-5.69279390786502%
SCZ
-18.6105873275148%
-11.5012266768706%
-9.81875045418902%
-8.18700716436669%
-6.84642824254007%
0%
IWB
-0.271483424379188%
-1.10581197234412%
-0.56424657522472%
-0.475776426304559%
-0.300648163377378%
-0.158736479945278%
IWV
-1.16889491788218%
-1.81547567692071%
-1.11148816589261%
-0.958360245077033%
-0.722383678515621%
-0.456419341992201%
SPY
0%
0%
0%
0%
0%
0%
IWF
6.6803598957568%
-0.299790465557222%
1.65215632938805%
1.54283201428652%
0.820767994942642%
0.819968668594987%
QQQ
6.36796292559737%
-0.302460932019622%
2.73323378897303%
2.92660793288827%
1.87757046645733%
1.94324965777914%
IWD
-9.72481434970142%
-2.93175191064778%
-4.81418822438205%
-4.1503758838413%
-2.94417098749189%
-2.12430400861762%
IWC
-13.7962469173228%
-13.0428409647782%
-9.07604678167387%
-7.84742018698935%
-6.98918699976252%
-5.35911913267021%
IWR
-9.07087143474514%
-5.50057192843354%
-5.03356626167701%
-3.98945324925214%
-2.74883732653254%
-1.34184518268186%
IWP
-6.28236365792639%
-6.65131213841874%
-4.82556859028034%
-3.08011614543991%
-2.5465355270983%
-1.35973093633126%
IWS
-10.9215268750844%
-4.7788209711447%
-6.08608484844019%
-5.4146717782545%
-3.66404166281791%
-1.95726350525382%
IWM
-12.141367991134%
-9.74837912039409%
-8.03895183847531%
-6.48174480437331%
-5.7720206448898%
-3.56880235741845%
IWO
-12.8550385742165%
-11.6027574305254%
-8.62647718393413%
-6.24816990222739%
-5.57021942291798%
-3.45955400464349%
IWN
-11.673046072186%
-7.83921587850846%
-8.11583362831761%
-7.22480477313614%
-6.54166065599061%
-4.12309273179524%
IYR
-21.2493938565835%
-9.91378051113147%
-11.40080776964%
-7.75532363983272%
-5.95504575810371%
-4.63356469096127%
VNQ
-20.9428608762678%
-9.99005068590022%
-11.0011513566126%
-7.81441807034276%
-5.66616054183201%
-4.1734516217844%
1 year
3 year
5 year
10 year
15 year
20 year
DBC
-1.2%
6.3%
1.6%
-7.1%
-7.4%
-3.3%
Peer Group* average
60% Equity / 40% Bonds
-6.3%
-4.5%
-2.4%
-1.1%
-0.2%
0.4%
Global Equities (ACWI)
-5.1%
-3.5%
-3.2%
-3.6%
-4.1%
U.S. Equities (SPY)
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
U.S. Bonds (BND)
-13.2%
-8.9%
-4.9%
-2.0%
-0.0%
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
13.1757568098595%
7.18999210983755%
5.0195870054033%
-4.75112198006145%
-4.66520058352592%
0%
DBB
10.0320336298315%
-3.348417191414%
-2.82278389639273%
-3.98436910649776%
-7.50961476941099%
0%
DBO
6.85168854737404%
8.2239098968959%
-1.46176073259974%
-15.4887959217647%
-14.5047003204957%
0%
DBC
-1.21078826601769%
6.28556217767886%
1.60952770895356%
-7.12586519224086%
-7.39852671211689%
-3.32468693257384%
GLD
7.68515554133901%
3.48759334920655%
6.87539437549536%
2.68872895858134%
2.90707444520894%
5.99509767383269%
FXA
-12.6204786661295%
-11.0859330604151%
-8.74123036986097%
-9.05010597078774%
-7.1591827195123%
0%
FXC
-10.0753381218546%
-8.20185674562875%
-5.62658835958365%
-6.81967690876208%
-6.79208834246693%
0%
FXF
-14.7563528349214%
-5.89659777860872%
-3.13582978517477%
-4.32906618993358%
-3.20153713653147%
0%
FXE
-12.3287091293456%
-8.77477624844228%
-5.89586850801201%
-6.44362031556332%
-6.52239638635117%
0%
FXB
-9.726031543375%
-7.82199577803323%
-6.36097659716413%
-7.92959862075069%
-6.46310585458113%
0%
FXY
-24.9135693178381%
-17.0947534146577%
-11.2292036680746%
-6.89500885968529%
-4.67122525985921%
0%
UUP
11.7696996766136%
4.77636742062221%
3.10936055627655%
3.99168118775063%
3.50320106055034%
0%
EEM
-12.4100375307987%
-13.3434112857468%
-9.61969650975634%
-7.97371614688957%
-9.26667266105905%
-4.09559342850576%
AMLP
17.2342482299382%
15.769012422863%
-8.55350591505778%
-13.7096848294917%
0%
0%
IGIB
-11.4392517502205%
-8.16932751785456%
-4.99371959597066%
-2.45784368996778%
-0.414246498253245%
0%
EMHY
-1.79544007133367%
-6.87954821360574%
-7.23761039203902%
-4.10729348136576%
0%
0%
HYD
-10.8908366524128%
-9.11627764751386%
-8.0342470365267%
-2.88588590511536%
-0.0832683552227493%
0%
IEF
-17.3525398378877%
-10.5381190841269%
-5.10198246797286%
-1.53568042929165%
1.13265196535661%
1.79474963518757%
IGOV
-21.3340168554356%
-16.2443588047044%
-11.0803837677109%
-7.45769244238369%
-5.55003999329471%
0%
IHY
-6.70926340483651%
-9.1674114954155%
-6.98399142318225%
-4.78804112995647%
0%
0%
ITM
-11.7752291545891%
-7.56289209113696%
-4.44366643674209%
-1.26125378979012%
0.632305962786758%
0%
JNK
-4.1313565911605%
-5.84648785247679%
-5.32946936357195%
-3.75695245250254%
-1.07900155094572%
0%
MBB
-15.0806908071893%
-9.54657245998008%
-5.6172250384927%
-2.43804991922277%
-0.698526433422214%
0%
TIP
-11.2418400984807%
-7.18468496848468%
-3.22117518982261%
-1.88216851744492%
0.0902179077292815%
0.71504819989669%
AGG
-13.4151344801282%
-8.87960466656418%
-4.78202276992453%
-1.90662658354239%
0.0647720542957917%
0.666901853565431%
BND
-13.2282349098286%
-8.93340721231738%
-4.93024969545363%
-2.0232797468788%
-0.00466429099321353%
0.723270631886196%
EMB
-11.0654200291312%
-10.472274953696%
-9.0703395896529%
-4.65121263204267%
-2.24876332964854%
0%
PCY
-11.4149609859745%
-11.9401468582074%
-11.5197267746444%
-6.08446877473113%
-3.21761172341665%
0%
BIL
0.000593794674506175%
-1.72244615045015%
-0.96619830359961%
-0.5811449731035%
-0.412022169476076%
0%
TLT
-37.2262494324758%
-18.1978597112417%
-9.29915666501009%
-2.72257841410366%
2.29893700770464%
2.71333521881345%
SHY
-3.90420001271811%
-4.70341999157709%
-2.13938894246126%
-1.00760120841703%
-0.333837975160186%
0.110827074626548%
ACWI
-5.09045390371297%
-3.51901801884753%
-3.15099673436075%
-3.55038966341817%
-4.06770818859178%
0%
FM
-11.2893919395693%
-8.19013292081366%
-8.32022361020611%
0%
0%
0%
EFA
-12.785411225865%
-4.80823261695961%
-5.87407276066504%
-6.69549738141526%
-6.80091658802603%
-4.41077399150914%
EFG
-18.8455209848129%
-8.44718566969261%
-6.51369787132779%
-6.26077517209755%
-6.34947992007984%
-4.0685591396822%
EFV
-6.89291693104309%
-1.57348149045639%
-6.21628540832534%
-7.82315035710365%
-7.88566760981402%
-5.31012667828931%
SCZ
-18.4792442229996%
-11.5030055065986%
-9.54913002341901%
-7.3639240167129%
-5.8550709017755%
0%
IWB
-0.270560656548085%
-1.1042532722823%
-0.559856298709729%
-0.467152049602467%
-0.283526096517974%
-0.144008790743086%
IWV
-1.19471454824313%
-1.82486932276564%
-1.11143330365494%
-0.94578933946916%
-0.693458138118821%
-0.436129297251112%
SPY
0%
0%
0%
0%
0%
0%
IWF
8.23663728646114%
-0.169786925805335%
2.36102421688517%
2.18755457775283%
1.40468384535042%
1.18575151410566%
QQQ
9.5725015479205%
-0.0337565738812113%
4.16688071525655%
4.5702645302779%
3.53472717746311%
3.32703674507245%
IWD
-9.2150055964416%
-2.49869782295876%
-4.31052817039352%
-3.63616208921075%
-2.43643018246123%
-1.87208747011688%
IWC
-20.3934034732026%
-15.7572098769729%
-10.0548482974262%
-8.08199971064568%
-6.47884215879305%
-5.77587420030787%
IWR
-11.2990457835885%
-5.89859069363042%
-5.27314619781026%
-3.98006931721623%
-2.46459482769085%
-1.14316835605992%
IWP
-8.09737885370649%
-7.8829467579616%
-4.84941040142243%
-2.79189786204221%
-1.99238132688432%
-0.997942120084433%
IWS
-13.4394388830757%
-4.93610377152411%
-6.3783512069341%
-5.37358224232583%
-3.21438945246257%
-1.72034508364989%
IWM
-16.7689718861888%
-11.4277709298192%
-8.97177155960015%
-6.83016572062516%
-5.66341360573056%
-3.60302595039104%
IWO
-19.0154505111854%
-14.2684128262923%
-9.68724631133659%
-6.58674735348509%
-5.32235463918193%
-3.43718599872974%
IWN
-14.7226902276618%
-8.90831497807991%
-8.99680269007478%
-7.49507072313931%
-6.32593899731728%
-4.12836014184378%
IYR
-29.6209656500888%
-11.6629061794879%
-11.3771690808081%
-6.30053278326624%
-3.49648046148892%
-3.8404072739468%
VNQ
-29.022618360256%
-11.8078798784134%
-10.8623502633479%
-6.22138684360674%
-2.86973293015739%
-3.01312898788452%
1 year
3 year
5 year
10 year
15 year
20 year
DBC
-0.03
0.46
0.41
-0.04
0.11
0.17
Peer Group* average
60% Equity / 40% Bonds
0.61
-0.07
0.39
0.58
0.85
0.60
Global Equities (ACWI)
0.78
0.07
0.42
0.48
0.64
U.S. Equities (SPY)
1.09
0.27
0.59
0.71
0.91
0.59
U.S. Bonds (BND)
-0.84
-0.95
-0.41
-0.10
0.24
0.29
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
1.21052113731738
0.72411928217274
0.625511708249286
-0.184977886982473
-0.00413557031170203
0
DBB
0.478499315174487
0.0499019709942172
0.253541698988308
0.173940971429977
0.196016498465513
0
DBO
0.304746001347804
0.445495109218596
0.33349964592639
-0.0795305974889163
0.0664663564891249
0
DBC
-0.0316611761807711
0.460214693030919
0.405256841550124
-0.0388897894431088
0.107484093062016
0.168516282710073
GLD
0.69899639638779
0.343337136228191
0.626293814696362
0.315416107575836
0.367625103471198
0.473817274238121
FXA
-0.676480492896669
-0.823705997342564
-0.344964652844346
-0.418070192406761
-0.000307782155883337
0
FXC
-0.771975933348789
-0.977259629328483
-0.384471323879048
-0.454580550741049
-0.194340891877231
0
FXF
-0.823181222945682
-0.53788929602494
-0.169259396254003
-0.361191303992689
-0.0136352408852798
0
FXE
-0.987940793091855
-0.993172056737557
-0.520654383955621
-0.623526054654854
-0.307731617557557
0
FXB
-0.431107312797691
-0.708001917379769
-0.321890490625129
-0.5125738263079
-0.232710111408164
0
FXY
-2.06962216572668
-1.4594166036345
-1.05157275960451
-0.662242615937903
-0.466081075654347
0
UUP
0.869043907512826
0.565011332909154
0.189472645173494
0.365826397330309
0.0728896302256728
0
EEM
0.211801122110311
-0.505909114664113
-0.00762536566710648
0.101212128328408
0.260862916791164
0.317979820913318
AMLP
1.79180335662693
0.846941306893722
0.334649536341032
0.159985740433572
0
0
IGIB
-0.363457251619237
-0.654995809848886
-0.130244100332495
0.0633373411925167
0.402013461927782
0
EMHY
0.84389755190672
-0.347756075660458
-0.0359490437242163
0.138255799624615
0
0
HYD
-0.233061786700783
-0.736627959893064
-0.207834868664294
0.105741081206743
0.378467223892524
0
IEF
-1.18417678850893
-0.981185764116863
-0.440178641046507
-0.121838447003907
0.138067365654275
0.241117287560186
IGOV
-0.832408674377113
-1.07495048790184
-0.62269206055408
-0.462259674462979
-0.158882182068414
0
IHY
0.106827524367817
-0.622286573473377
-0.0989025482409945
0.0364700774905497
0
0
ITM
-0.478411061813297
-0.708819574172465
-0.25138851826953
0.0537164594654492
0.315566653833349
0
JNK
0.406082704527561
-0.350940298355772
-0.00422686734903496
0.137463042959277
0.597705157584307
0
MBB
-0.786996716144971
-0.926126313729335
-0.532167692568588
-0.214219290560327
0.077695594330523
0
TIP
-1.2854661198268
-0.686415750608757
-0.109906612383193
0.00510188821014099
0.318385026772502
0.301752435506872
AGG
-0.823409612051842
-0.927393759630566
-0.409669859839717
-0.101994954724244
0.235677404607797
0.274544494109433
BND
-0.835771708112738
-0.949712735350035
-0.40604803741768
-0.0996479084001943
0.242365528781783
0.293013761594186
EMB
0.021119502343684
-0.601335329469193
-0.19429780434581
0.0556900224716984
0.357319796926633
0
PCY
0.329872699606715
-0.430020042663247
-0.166997275341274
0.0518849770399175
0.317869603911093
0
BIL
0.27904895341381
-0.976621253112282
-0.72178850634818
-0.608872940348938
-0.548631160305244
0
TLT
-0.981677805520666
-0.882608391308197
-0.358606625903801
-0.0539078079183202
0.12478498797041
0.197072725233015
SHY
-1.61181747648097
-1.42055245515418
-0.729822558334671
-0.47232276188391
-0.186202929059646
0.00742453660404713
ACWI
0.784842180828091
0.0741782005877266
0.42499174998475
0.475361098997201
0.641921504035264
0
FM
0.397246881719688
-0.227196129298391
0.0598778401035785
0
0
0
EFA
0.257108506694674
-0.00387384081680236
0.25042676174547
0.227224005417456
0.433367392027201
0.305148981889163
EFG
0.0601694789613821
-0.127250322055158
0.237160846245441
0.271849394921661
0.467847585086809
0.321442050361073
EFV
0.468517127100234
0.137359635407039
0.2195970781974
0.14525114921645
0.357600204830277
0.257223700040374
SCZ
-0.0151083591864278
-0.342829321873499
0.119398722116312
0.225092480183959
0.49888242521191
0
IWB
1.07335968099343
0.217211590560183
0.570028441611442
0.684755774339315
0.888179017261273
0.586472673246441
IWV
1.02375911446877
0.18127255206455
0.544839407373187
0.657414489824783
0.863614608002898
0.569677530920998
SPY
1.08838008453595
0.273554382680243
0.59495266966369
0.711293553953132
0.905317589075818
0.594922120874781
IWF
1.44386993426687
0.276533281205139
0.682168880546938
0.806646398037216
0.957341187914652
0.648953039936581
QQQ
1.42505880330402
0.284673338864396
0.736152443274008
0.888608210512951
1.02135029857486
0.724133381268323
IWD
0.532635515238419
0.115839774405459
0.366244872159548
0.467779382598534
0.730141810385506
0.467776215962712
IWC
0.328259966365887
-0.422446059405723
0.188785399263478
0.274684114529304
0.508169798089928
0.294133687495491
IWR
0.585151312829903
-0.00592005102080512
0.367678143774547
0.486636774698166
0.748165036026167
0.524792316215979
IWP
0.746006079561962
-0.0580822128840896
0.380232819216268
0.543882836742242
0.76260326255719
0.526587096683577
IWS
0.478087469448087
0.0326511857908914
0.321136883374216
0.403639155866534
0.694480316900233
0.489429115247837
IWM
0.419429136129996
-0.232779013196176
0.230851056389405
0.350507455771776
0.576067581774132
0.399411245742077
IWO
0.380680572734237
-0.336739595947186
0.201987322814995
0.367172905870241
0.590472229252196
0.408422501498171
IWN
0.44489327580408
-0.124849783418195
0.233895393966881
0.308190900910326
0.530562688645576
0.366433316445221
IYR
-0.16463817161485
-0.239909305954794
0.0430978243305342
0.258021390670974
0.554409426048163
0.341656219013432
VNQ
-0.144217991773106
-0.243757878204936
0.0628846985065209
0.255788936538941
0.574062279344873
0.373591110514124
1 year
3 year
5 year
10 year
15 year
20 year
DBC
-0.05
0.71
0.59
-0.05
0.15
0.23
Peer Group* average
60% Equity / 40% Bonds
1.09
-0.10
0.57
0.85
1.33
0.87
Global Equities (ACWI)
1.51
0.10
0.62
0.70
0.99
U.S. Equities (SPY)
2.15
0.39
0.90
1.09
1.44
0.87
U.S. Bonds (BND)
1.09
-0.10
0.57
0.85
1.33
0.87
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
3.42213726748459
1.22737186998301
1.027299316178
-0.254391086058855
-0.00610057473219213
0
DBB
0.850221456191229
0.0730015853371398
0.385859795013059
0.26333471133782
0.292085638373822
0
DBO
0.487590774758602
0.671268983013311
0.487677408681563
-0.104745601487103
0.0910837954747583
0
DBC
-0.0491500967157789
0.705303990624676
0.588696599921134
-0.0521615224250745
0.149862305399772
0.232996548305544
GLD
1.43333879180315
0.583006160725725
1.13857418273082
0.526292549484941
0.594002596327863
0.7724369490656
FXA
-0.892824648104845
-0.961543169802737
-0.44907277738182
-0.546002357966816
-0.000447758217183084
0
FXC
-0.996344468088112
-1.05598388628388
-0.463776361276354
-0.565651580763107
-0.263474817571658
0
FXF
-1.06149079303146
-0.686967212380332
-0.229075254021166
-0.49372762237539
-0.0193982491880493
0
FXE
-1.17395496418353
-1.14370968994718
-0.666924318223133
-0.779505014133719
-0.40452976471435
0
FXB
-0.605755294660636
-0.844451591882079
-0.4212321819311
-0.64614401841469
-0.313514757561851
0
FXY
-2.07299694504929
-1.57671542990663
-1.18729343069201
-0.817899459833723
-0.586379347321783
0
UUP
1.45735684243332
0.878963339212385
0.272206451749007
0.550850405315663
0.105518912013296
0
EEM
0.32739751747028
-0.678231601631844
-0.0106752284486061
0.146653468271641
0.399182574563232
0.474469190855568
AMLP
4.28521132010922
1.38861336636741
0.499572397673915
0.234367053253834
0
0
IGIB
-0.602497056466175
-0.818899114160239
-0.17144097209358
0.0849865403223475
0.562047307498787
0
EMHY
1.77443146188289
-0.480473544384265
-0.0467675602768515
0.186946122802923
0
0
HYD
-0.373338848455636
-0.890299769063686
-0.241335276082232
0.125170691180417
0.489018741305529
0
IEF
-1.49315840258507
-1.12771407230968
-0.561950428498425
-0.164650017365584
0.197332816065558
0.363329788782601
IGOV
-1.14962233545312
-1.24210368212671
-0.763636447529499
-0.575093898060109
-0.20696392660818
0
IHY
0.198242910411662
-0.773263726833246
-0.126909637848284
0.0489865319812014
0
0
ITM
-0.778528529014174
-0.875821962648463
-0.3334004260977
0.0718005512359802
0.449316442091896
0
JNK
0.782719832044435
-0.448101790905182
-0.00549519474772564
0.184923383448746
0.910289218457897
0
MBB
-1.12168262159115
-1.09295214221014
-0.645698345910934
-0.266887808429708
0.10039230987159
0
TIP
-1.54350069226928
-0.783587115376336
-0.135788463738623
0.00652825720937441
0.434724187470402
0.419161837140044
AGG
-1.16335424108146
-1.08531428102011
-0.51423114909595
-0.132692047929547
0.320267682370761
0.396342040485177
BND
-1.18165473346044
-1.09986650205175
-0.510207329625481
-0.129696829687276
0.328828886580662
0.418380948678958
EMB
0.0343222869464552
-0.762829440618445
-0.245925446927374
0.072981846033389
0.492017656365051
0
PCY
0.6164911132097
-0.571406703520791
-0.214844006920971
0.0683984749729546
0.433649713924792
0
BIL
0.463005299848769
-0.9527463958012
-0.714444602002405
-0.604378531164721
-0.545533497575435
0
TLT
-1.31539004232115
-1.07925773163373
-0.496180013610367
-0.077911417710467
0.193263639053247
0.30849831574801
SHY
-1.70265355515912
-1.39194850258766
-0.78781936709696
-0.526531914232643
-0.214967569080374
0.00938027423043165
ACWI
1.50607218908276
0.103486300005195
0.621515026441484
0.699329292370323
0.993527203757118
0
FM
0.673667562435044
-0.310593958062205
0.0767696532073679
0
0
0
EFA
0.424285186783839
-0.00555679014042504
0.365759972368382
0.327930633000792
0.662709885949525
0.433326144815482
EFG
0.0938863895570008
-0.177187330607968
0.346764219694211
0.393432117102348
0.710831275117738
0.455097709852096
EFV
0.806310832466274
0.200902691769928
0.315592668268524
0.205941471203456
0.540156024290933
0.366987557863868
SCZ
-0.0238488173387942
-0.4513062507772
0.165226848621994
0.315898619874394
0.75966025493651
0
IWB
2.12190485550491
0.309363097502795
0.862018167391594
1.04292345767857
1.41066009229378
0.859272512263296
IWV
2.00879974638735
0.257572729157119
0.819971558020906
0.995415663686685
1.36483685749203
0.830024342995537
SPY
2.14667227269617
0.391359848064971
0.899749766187867
1.08575068711542
1.44217145953726
0.873175836477472
IWF
3.04440018001897
0.396858558334874
1.07601780057543
1.28483955594069
1.5697535806802
0.984667323475534
QQQ
3.10377164935695
0.409045492180431
1.17051169849275
1.4501674632917
1.72842195342565
1.1223706517208
IWD
0.926022287625737
0.167563134093614
0.531020223463788
0.684383692490292
1.12784022723153
0.665504091072013
IWC
0.543069897232903
-0.561038456123565
0.276544006097624
0.401475485179285
0.769434421987219
0.420094964513665
IWR
1.07250811926328
-0.00851350640738822
0.537345437416667
0.716245046166636
1.16161617227486
0.76165997839846
IWP
1.45338568569298
-0.0827337614075118
0.587045748267922
0.841354302253246
1.22738696262252
0.779485215528318
IWS
0.841234929339293
0.0471883207564617
0.453369501044448
0.576908924248973
1.05182237973218
0.697312731036508
IWM
0.718274589188427
-0.325760222825605
0.335510113996636
0.510972083754893
0.879344512938364
0.578413651724094
IWO
0.631584416432806
-0.455693877059978
0.298056476763243
0.536229304924856
0.907259618880573
0.594783827988821
IWN
0.79483588101789
-0.179985189066918
0.333532955298369
0.446278325497709
0.799872246088715
0.523923358560101
IYR
-0.252892528438607
-0.330262554061791
0.0578434825975749
0.365504506107531
0.850558534253509
0.478461651056057
VNQ
-0.223207164864016
-0.334951914353401
0.085141230987794
0.365755562672068
0.895286222531449
0.529713863478984
Compare: Risk & Volatility
for period ending April 30, 2024
1 year
3 year
5 year
10 year
15 year
20 year
DBC
7.6%
23.0%
31.7%
57.8%
64.8%
74.5%
Peer Group* average
60% Equity / 40% Bonds
7.3%
20.7%
20.7%
20.7%
20.7%
32.2%
Global Equities (ACWI)
9.4%
25.7%
25.7%
25.7%
25.7%
U.S. Equities (SPY)
8.3%
23.9%
23.9%
23.9%
23.9%
50.8%
U.S. Bonds (BND)
4.9%
16.5%
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
2.7%
10.1%
18.4%
50%
60.4%
0%
DBB
5.2%
32%
32%
35.7%
54.6%
0%
DBO
17.7%
30.8%
48.1%
81.7%
83.5%
0%
DBC
7.6%
23%
31.7%
57.8%
64.8%
74.5%
GLD
6%
15.9%
18.1%
20.8%
42.9%
42.9%
FXA
5.3%
17.6%
17.8%
31.4%
36.6%
0%
FXC
4.4%
12.8%
12.8%
24%
32.2%
0%
FXF
8.5%
11.6%
13.4%
19%
29%
0%
FXE
3.5%
20.7%
21.2%
33.1%
39.5%
0%
FXB
4.8%
21.6%
21.6%
36.3%
36.3%
0%
FXY
12.1%
31.6%
35.8%
39%
54.5%
0%
UUP
4%
8%
9.7%
12%
17.3%
0%
EEM
12.5%
36.5%
36.5%
36.5%
36.5%
60.4%
AMLP
3.5%
14.5%
62.6%
72.2%
0%
0%
IGIB
4.8%
18.7%
18.7%
18.7%
18.7%
0%
EMHY
4.3%
24.7%
24.7%
24.7%
0%
0%
HYD
6.2%
20.1%
20.1%
20.1%
20.1%
0%
IEF
7.5%
20.6%
23.3%
23.3%
23.3%
23.3%
IGOV
7.4%
31.2%
33.9%
33.9%
33.9%
0%
IHY
3%
26.7%
26.7%
26.7%
0%
0%
ITM
5.3%
15%
15%
15%
15%
0%
JNK
2.7%
16.2%
16.2%
16.2%
16.2%
0%
MBB
6.5%
16.5%
17%
17%
17%
0%
TIP
3.7%
13.9%
13.9%
13.9%
13.9%
13.9%
AGG
5.1%
16.5%
17.1%
17.1%
17.1%
17.1%
BND
4.9%
16.5%
17.3%
17.3%
17.3%
17.3%
EMB
7%
26.7%
26.7%
26.7%
26.7%
0%
PCY
8.7%
35%
35.4%
35.4%
35.4%
0%
BIL
0%
0.1%
0.2%
0.2%
0.4%
0%
TLT
17.9%
42%
47.6%
47.6%
47.6%
47.6%
SHY
0.5%
5.3%
5.3%
5.3%
5.3%
5.3%
ACWI
9.4%
25.7%
25.7%
25.7%
25.7%
0%
FM
12.8%
33.1%
33.1%
0%
0%
0%
EFA
10.1%
27.6%
27.6%
27.6%
27.6%
57.4%
EFG
13%
33.6%
33.6%
33.6%
33.6%
55.4%
EFV
7.5%
23.5%
28.5%
33.2%
33.2%
59.7%
SCZ
12.2%
34.6%
34.6%
34.6%
34.6%
0%
IWB
8.7%
24.6%
24.6%
24.6%
24.6%
50.9%
IWV
9.1%
24.6%
24.6%
24.6%
24.6%
51.2%
SPY
8.3%
23.9%
23.9%
23.9%
23.9%
50.8%
IWF
7.7%
30.8%
30.8%
30.8%
30.8%
48%
QQQ
8.4%
32.6%
32.6%
32.6%
32.6%
49.7%
IWD
9.8%
17.8%
26.7%
26.7%
26.7%
55.4%
IWC
19%
37.4%
37.4%
37.7%
37.7%
59.5%
IWR
12.9%
24.3%
27.1%
27.1%
27.1%
54.1%
IWP
12.7%
34.2%
34.2%
34.2%
34.2%
52.9%
IWS
13.1%
20.5%
31.7%
31.7%
31.7%
57.3%
IWM
16.8%
27%
30.6%
32.3%
32.3%
52.5%
IWO
18.4%
33.6%
33.6%
33.6%
33.6%
52.2%
IWN
15.2%
21.3%
35.8%
37.9%
37.9%
55.1%
IYR
13.5%
31.9%
31.9%
31.9%
31.9%
69.6%
VNQ
13.6%
32.8%
32.8%
32.8%
32.8%
68.3%
1 year
3 year
5 year
10 year
15 year
20 year
DBC
13.8%
17.9%
20.8%
17.7%
18.2%
19.8%
Peer Group* average
60% Equity / 40% Bonds
12.9%
13.2%
13.9%
11.1%
10.6%
10.6%
Global Equities (ACWI)
16.7%
17.6%
19.5%
16.0%
17.0%
U.S. Equities (SPY)
17.5%
19.1%
20.9%
17.1%
16.8%
16.5%
U.S. Bonds (BND)
7.1%
7.0%
6.3%
5.0%
4.5%
4.5%
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
16%
11.3%
13.4%
11.4%
13.3%
0%
DBB
22.7%
23.4%
22.6%
19.3%
21.2%
0%
DBO
26.4%
29.7%
36.1%
30.8%
30%
0%
DBC
13.8%
17.9%
20.8%
17.7%
18.2%
19.8%
GLD
14.8%
15.4%
16.6%
15.1%
17.4%
18.3%
FXA
8%
9.9%
10.5%
9.8%
11.6%
0%
FXC
5.8%
6.1%
6.4%
7.5%
8.4%
0%
FXF
8.7%
8.3%
7.8%
7.8%
9.4%
0%
FXE
6.1%
7.1%
6.9%
7.1%
8.5%
0%
FXB
6.4%
8%
8.4%
8.2%
8.5%
0%
FXY
8%
9.5%
8.4%
8.8%
9%
0%
UUP
6.9%
7.6%
7%
6.9%
7.6%
0%
EEM
16.8%
17.1%
19.5%
18%
20.4%
23.2%
AMLP
15.1%
25.5%
46.7%
33.2%
0%
0%
IGIB
8.6%
8.8%
8.9%
6.6%
5.9%
0%
EMHY
9.9%
11.7%
13.6%
11.1%
0%
0%
HYD
8.3%
8.8%
12.4%
9.9%
9.8%
0%
IEF
7.8%
8.1%
7.7%
6.6%
6.6%
6.7%
IGOV
10.9%
11.3%
10.2%
8.7%
8.8%
0%
IHY
8%
10.2%
11.6%
9.6%
0%
0%
ITM
7.6%
7.7%
7.5%
6.1%
6.2%
0%
JNK
7.1%
9.7%
10.3%
8.5%
9.2%
0%
MBB
8.3%
7.6%
6.3%
4.8%
4.2%
0%
TIP
4.9%
7%
6.4%
5.2%
5.3%
6%
AGG
7.3%
7.1%
6.3%
5%
4.5%
4.5%
BND
7.1%
7%
6.3%
5%
4.5%
4.5%
EMB
10.4%
11.7%
12.9%
10.3%
9.9%
0%
PCY
15.9%
16.5%
16.7%
13%
12.2%
0%
BIL
0.1%
0.7%
0.6%
0.5%
0.4%
0%
TLT
16.1%
14.9%
15.8%
14.1%
14.2%
14.4%
SHY
1.8%
2.2%
1.9%
1.5%
1.3%
1.5%
ACWI
16.7%
17.6%
19.5%
16%
17%
0%
FM
19.3%
17.4%
19.8%
0%
0%
0%
EFA
15.5%
18.1%
19.4%
15.9%
17.7%
18.3%
EFG
17.2%
20.3%
20%
16.4%
17.8%
18.1%
EFV
15.3%
17.8%
20.9%
16.9%
18.7%
19.3%
SCZ
16.9%
17.9%
21.1%
17.3%
19.2%
0%
IWB
18.1%
19%
21.3%
17.4%
17.1%
16.8%
IWV
18.5%
19%
21.4%
17.5%
17.3%
17.1%
SPY
17.5%
19.1%
20.9%
17.1%
16.8%
16.5%
IWF
20.8%
23%
24.3%
19.7%
18.7%
18.1%
QQQ
21.9%
24.9%
26.2%
21.9%
21%
21.2%
IWD
17.5%
17.4%
20.7%
16.8%
16.9%
16.8%
IWC
28.6%
21.5%
28.5%
23.9%
23.9%
23.2%
IWR
22.7%
20.2%
23.6%
19.1%
19.1%
19.3%
IWP
24.2%
22.3%
24.5%
20.3%
20%
20.1%
IWS
22.7%
20.3%
24.3%
19.3%
19.3%
19.6%
IWM
26.7%
21.5%
26.2%
22.3%
22.2%
22%
IWO
27.5%
22%
26.3%
22.9%
22.9%
22.6%
IWN
26.3%
22%
27.4%
22.7%
22.4%
22.1%
IYR
22%
21.4%
21.8%
18.8%
19.6%
23.4%
VNQ
22.1%
21.5%
21.8%
19.2%
20.3%
24.4%
1 year
3 year
5 year
10 year
15 year
20 year
DBC
8.4%
10.9%
13.9%
13.0%
12.8%
14.0%
Peer Group* average
60% Equity / 40% Bonds
6.6%
9.1%
9.0%
7.1%
6.5%
7.0%
Global Equities (ACWI)
8.0%
11.7%
12.7%
10.4%
10.6%
U.S. Equities (SPY)
8.3%
12.5%
13.2%
10.8%
10.2%
11.0%
U.S. Bonds (BND)
4.2%
5.2%
4.3%
3.3%
2.9%
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
4.8%
5.8%
7.7%
8%
8.8%
0%
DBB
12.2%
15.2%
14.2%
12.3%
13.9%
0%
DBO
16.2%
18.9%
24.2%
23%
21.5%
0%
DBC
8.4%
10.9%
13.9%
13%
12.8%
14%
GLD
6.6%
8.2%
8.5%
8.7%
10.6%
10.9%
FXA
5.4%
7.8%
7.5%
7.2%
7.7%
0%
FXC
3.7%
5%
4.7%
5.7%
6%
0%
FXF
6%
5.7%
5.2%
5.4%
6.4%
0%
FXE
4.4%
5.4%
4.8%
5.4%
6.3%
0%
FXB
3.9%
6%
5.9%
6.2%
6.1%
0%
FXY
7.3%
8.1%
6.9%
6.8%
6.9%
0%
UUP
3.4%
4.2%
4.3%
4.3%
5%
0%
EEM
10.3%
11.9%
13.3%
12%
13%
15.2%
AMLP
5.6%
14.8%
30.7%
22.3%
0%
0%
IGIB
4.4%
6.1%
6.2%
4.5%
3.8%
0%
EMHY
3.8%
7.6%
10.1%
7.9%
0%
0%
HYD
4.5%
6.4%
10.4%
8.2%
7.4%
0%
IEF
5.4%
6.3%
5.4%
4.4%
4.3%
4.1%
IGOV
7.3%
9%
7.8%
6.6%
6.4%
0%
IHY
3.4%
7.5%
8.7%
6.8%
0%
0%
ITM
3.8%
5.3%
5%
4.2%
4.1%
0%
JNK
2.9%
6.9%
7.5%
6%
5.8%
0%
MBB
5.1%
5.6%
4.5%
3.3%
2.8%
0%
TIP
3.2%
5.4%
4.5%
3.6%
3.5%
4%
AGG
4.4%
5.2%
4.3%
3.3%
2.9%
2.7%
BND
4.2%
5.2%
4.3%
3.3%
2.9%
2.8%
EMB
5.7%
8.4%
9.8%
7.5%
6.9%
0%
PCY
7.8%
11.7%
12.5%
9.5%
8.7%
0%
BIL
0%
0%
0%
0%
0%
0%
TLT
11.6%
11.5%
10.8%
9.3%
8.8%
8.8%
SHY
0.9%
1.5%
1.2%
0.9%
0.8%
0.7%
ACWI
8%
11.7%
12.7%
10.4%
10.6%
0%
FM
10.7%
11.8%
15%
0%
0%
0%
EFA
8.7%
11.7%
12.7%
10.6%
11.2%
12.6%
EFG
10.5%
13.8%
13.1%
10.9%
11.4%
12.5%
EFV
8.2%
11.2%
14%
11.6%
12.1%
13.3%
SCZ
10.1%
12.8%
14.7%
12%
12.3%
0%
IWB
8.6%
12.4%
13.5%
11%
10.4%
11.2%
IWV
8.8%
12.5%
13.7%
11.1%
10.6%
11.4%
SPY
8.3%
12.5%
13.2%
10.8%
10.2%
11%
IWF
9.3%
15.2%
14.8%
11.9%
11%
11.6%
QQQ
9.4%
16.5%
15.8%
12.9%
12%
13.3%
IWD
9.4%
11%
13.7%
11.1%
10.6%
11.6%
IWC
16.8%
15.5%
18.9%
15.9%
15.5%
15.9%
IWR
11.7%
13.1%
15.6%
12.6%
12%
13%
IWP
11.8%
14.9%
15.3%
12.7%
12.1%
13.3%
IWS
12.3%
13.1%
16.7%
13.1%
12.4%
13.5%
IWM
15.1%
14.5%
17.4%
14.8%
14.2%
14.9%
IWO
16.1%
15.5%
17.3%
15.3%
14.6%
15.2%
IWN
14.1%
14.3%
18.7%
15.2%
14.5%
15.2%
IYR
13.8%
14.7%
15.7%
12.8%
12.4%
16.4%
VNQ
13.8%
14.8%
15.5%
13%
12.6%
16.9%
1 year
3 year
5 year
10 year
15 year
20 year
DBC
-0.01
0.18
0.46
0.47
0.59
0.57
Peer Group* average
60% Equity / 40% Bonds
0.79
0.72
0.69
0.67
0.65
0.65
Global Equities (ACWI)
0.98
0.93
0.94
0.94
1.00
U.S. Equities (SPY)
1.00
1.00
1.00
1.00
1.00
1.00
U.S. Bonds (BND)
0.79
0.72
0.69
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
0.265550062384283
0.166532174862135
0.242391588726844
0.187108224039286
0.283154682137949
0
DBB
-0.0825908216974459
0.555330331281137
0.608052456407626
0.534168959121591
0.717525982338989
0
DBO
-0.103532444704906
0.247820226447964
0.723190978928991
0.805787442834364
0.923977036987633
0
DBC
-0.00778741802104629
0.178476480839449
0.464362904550754
0.466295849932389
0.585125412577547
0.572426958625215
GLD
0.0998825577517871
0.218001081456251
0.202688731120435
0.0919766570821551
0.146268574770844
0.102199317052638
FXA
0.376793891217207
0.40221841187547
0.421354524861445
0.406356742536602
0.490928906421351
0
FXC
0.30036622558678
0.256695172879882
0.26366110081608
0.282828677067067
0.359151428159243
0
FXF
0.387167096432169
0.216059121102816
0.144455447515253
0.10855982724901
0.199597187096735
0
FXE
0.330604543861447
0.21612675399053
0.175504581833803
0.14913257471886
0.262121664610571
0
FXB
0.384435123356433
0.341062866290111
0.306725010291009
0.308749936109624
0.306664878640599
0
FXY
0.322745789422593
0.221822266901951
0.108551953382429
0.0304091062171177
-0.00914369653177895
0
UUP
-0.344039054544525
-0.237503655468917
-0.200504132824732
-0.166119487407629
-0.244162120551868
0
EEM
0.859125459094216
0.670025317083509
0.747754133512931
0.789895848573064
0.949233233940129
1.06304521805103
AMLP
0.435988042108736
0.583099993267101
1.34519939845689
1.30333988133961
0
0
IGIB
0.453016141377778
0.384084129701998
0.330724083850121
0.25667666615287
0.203343790152782
0
EMHY
0.568180142670867
0.514466166853572
0.568011001678687
0.482797018431415
0
0
HYD
0.495026604792271
0.391761362740859
0.442050504117439
0.329943936160313
0.251209603941431
0
IEF
0.400282727907552
0.311282728940547
0.107643204523468
0.0450388553094251
-0.0299754028239494
-0.0421973217068355
IGOV
0.627689110010139
0.529976024705065
0.357335781734504
0.272995256974334
0.281836029133955
0
IHY
0.42451843970304
0.472039062382467
0.500515556622198
0.448328907335583
0
0
ITM
0.444266746989167
0.314717793928057
0.20945202979531
0.136487406264195
0.0908509082787751
0
JNK
0.399521925323533
0.474424737326021
0.466029359240018
0.43907461873257
0.464131724758611
0
MBB
0.446398424609615
0.316665126471734
0.164654778740036
0.114681232605449
0.0733462550543361
0
TIP
0.25529776714476
0.317812770672665
0.217588899713071
0.170314503570532
0.119285145989433
0.119034064099756
AGG
0.387946220454843
0.295957005856226
0.170164477186115
0.118477573617006
0.0732147038289498
0.0658903004370768
BND
0.382420204462528
0.295815754269447
0.185475491935124
0.130265680373553
0.0810068758606657
0.0689367515227803
EMB
0.627411101428909
0.57483399846908
0.54968152817238
0.450463017142093
0.402818954909195
0
PCY
0.909969222085373
0.807352396418234
0.708616218130979
0.566728794266693
0.481714567032185
0
BIL
0.0019641228491241
0.00607500984612703
-0.00112264785173076
-0.000167300008725531
-0.00124185101785419
0
TLT
1.04028124545661
0.606280513971862
0.200025440007553
0.0947574009953133
-0.111030500615491
-0.103628615274944
SHY
0.0433052041818589
0.0583130926695336
0.0159393291292011
0.00519552828056793
0.000671832041158062
-0.0127318012604304
ACWI
0.980246132286697
0.934755414672678
0.943175052609204
0.940997743461235
1.00320809335591
0
FM
1.01082156876212
0.678906414645865
0.742725421024671
0
0
0
EFA
0.917525590684625
0.873570374059848
0.881132906723025
0.870079807912718
0.969205661357611
1.00539528911157
EFG
1.07954154228672
1.03532741925207
0.922895975083715
0.902026004928253
0.982567287657058
0.997105395761073
EFV
0.762202317798467
0.719444741169524
0.85786744302712
0.851381720644506
0.9669711387948
1.02036428964901
SCZ
0.982360972164331
0.909613440039505
0.977250575848113
0.939150536709775
1.01590365503355
0
IWB
1.03211830312931
1.00161877699396
1.01841783573937
1.01528703328593
1.01474108082551
1.01540719596671
IWV
1.05449813084701
1.00836490767343
1.02615926790057
1.02557522049078
1.0256160186401
1.03112965970775
SPY
1
1
1
1
1
1
IWF
1.05812909199173
1.14080018569697
1.07787813271432
1.07396890130426
1.05208535774089
1.04152511493463
QQQ
1.02882184595481
1.18612567971349
1.100410337087
1.1168911731736
1.09756247516407
1.11794901667021
IWD
1.00068907485326
0.869417652581545
0.96381464842147
0.959402739568423
0.982444690937123
0.995123413864602
IWC
1.5294076573647
1.00987948462797
1.14393026071624
1.13515163260969
1.17425134615422
1.20232779321085
IWR
1.29362493271323
1.05485034876697
1.10295110611875
1.08600239902603
1.09156408230659
1.11463280458482
IWP
1.35087182778378
1.14448100490107
1.10634585590753
1.10840336289628
1.11000090818401
1.13183858791938
IWS
1.28227098158869
1.01189323702651
1.10889986863345
1.07633069788359
1.08319617236453
1.11638623439024
IWM
1.44695019411619
1.0693705881231
1.15696144008917
1.16300330680566
1.18505519572037
1.19703371901982
IWO
1.52502923025078
1.10390899934302
1.15448858453711
1.18197801678102
1.198066829575
1.21312404363452
IWN
1.36228838167894
1.02511917908486
1.16146808181244
1.14201752814589
1.16780631339346
1.17743276440734
IYR
1.36956543503169
1.08647382714
0.981549245975817
0.90317066703453
0.92532426731323
1.09283448707695
VNQ
1.36178914056521
1.09182198012892
0.976354819219454
0.895052097534997
0.924811383759924
1.0953520564333
Compare: Correlation
for period ending April 30, 2024
1 year
3 year
5 year
10 year
15 year
20 year
to Global Stocks (ACWI)
0.07
0.23
0.51
0.47
0.56
to S&P500 (SPY)
-0.01
0.20
0.45
0.40
0.49
0.45
to U.S. Bonds (BND)
-0.17
-0.06
-0.08
-0.10
-0.10
-0.04
to Commodities (DBC)
1.00
1.00
1.00
1.00
1.00
1.00
to Gold (GLD)
0.16
0.16
0.06
0.12
0.29
0.33