Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF

Ticker

PDBC

ISIN

US46090F100

Price

USD 14.32

Change Today

+0.13 / 0.916 %

Price 1 year ago

13.20 / 8.504 %

Morningstar

3

52 Week Low

12.70

52 Week High

14.72

200 Day Moving Average 13.86

13.86

50-day Moving Average

14.04


Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 0.18
Sortino Ratio -0.03
Maximum Drawdown -11.97%
Maximum Drawdown Date 2023-12-12
Calmar Ratio -0.30

1 year

Parameter Value
Return 0.48
Volatility 12.217%
Alpha +5.75
Beta None
R Squared +77.96

History

Parameter Value
Average Annual Return 3.399%
Average Annual Volatility 18.262%
Sharpe Ratio 0.19
Sortino Ratio 0.07
Maximum Drawdown -49.0%
Maximum Drawdown Date 2020-04-28
Calmar Ratio -0.08

Company information

Summary

The investment seeks long term capital appreciation. The fund is an actively managed exchange-traded fund ("ETF") that seeks to achieve its investment objective by investing in a combination of financial instruments that are economically linked to the world's most heavily traded commodities. Commodities are assets that have tangible properties, such as oil, agricultural produce or raw metals.

Market

US

Category

Commodities Broad Basket

Expense Ratio

0.62%

Fund family

Invesco

Morningstar

3

Yield
0.4415
Exchange
NGM
Sector Weight
Realestate 0.00%
Consumer cyclical 0.00%
Basic materials 0.00%
Consumer defensive 0.00%
Technology 0.00%
Communication services 0.00%
Financial services 0.00%
Utilities 0.00%
Industrials 0.00%
Energy 0.00%
Healthcare 0.00%
Country Ratio
United States
Canada
Argentina
Brazil
Chile
Colombia
Mexico
Peru
Venezuela
United Kingdom

Holdings

Symbol Name Allocation
AGPXX Invesco Shrt-Trm Inv Gov&Agcy Instl 57.74%
United States Treasury Bills 0% 1.49%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
ANX.PA Amundi Index Solutions - Amundi Nasdaq-100 LU1681038243 PAR 0.13% 5 -0.58
ANXU.PA Amundi Index Solutions - Amundi Nasdaq-100 LU1681038243 PAR 0.13% 5 -0.58
C10.PA Amundi ETF Govt Bond Euro Broad Investment Grade 10-15 UCITS ETF FR0010754143 PAR 0.14% 5 -1.12
C5E.PA Amundi ETF Stoxx Europe 50 UCITS ETF FR0010790980 PAR 0.15% 5 +5.54
CD9.PA Amundi Index Solutions - Amundi MSCI Europe High Dividend Factor LU1681041973 PAR 0.13% 5 -0.02
COM Direxion Auspice Broad Commodity Strategy ETF US25460E3071 PCX 0.72% 5 +4.60

Sustainability scores

Events

Indicators

Glossary
Momentum
A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
Inertia
In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
Relative Strength Index (RSI)
A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
Fibonacci's Weighted Moving Average
A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
Williams %R
A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
Relative Volatility Index (RVI)
A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
Commodity Channel Index (CCI)
A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.