DJP
iPath Bloomberg Commodity Index Total Return ETN
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
DJP Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 46.23% | 48.72% | 13.78% | 14.22% | 6.48% | 7.84% | 3.73% | 1.66% |
| Sharpe Ratio | 2.21 | 2.13 | 0.82 | 0.70 | 0.52 | 0.44 | 0.33 | 0.10 |
| Max Drawdown | -8.61% | -8.61% | -30.21% | -28.98% | -30.21% | -38.36% | -30.21% | -70.19% |
| % Time Invested | 75.8% | 100.0% | 56.1% | 100.0% | 38.5% | 100.0% | 33.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.0 | 0.0 | 1.1 | 0.0 | 1.0 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-07-28 | Open | Open | 100% | $34.72 | $50.24 | 44.70% | Mark-to-Market |
| 2025-02-14 | 2025-07-28 | Interest | 100% | $1.00 | $1.02 | 1.90% | Interest Income |
| 2025-02-12 | 2025-02-14 | Completed | 100% | $34.67 | $35.23 | 1.62% | Signal |
| 2024-04-11 | 2025-02-12 | Interest | 100% | $1.00 | $1.04 | 3.54% | Interest Income |
| 2024-04-09 | 2024-04-11 | Completed | 100% | $32.56 | $32.36 | -0.61% | Signal |
| 2023-07-19 | 2024-04-09 | Interest | 100% | $1.00 | $1.03 | 3.07% | Interest Income |
| 2023-03-02 | 2023-07-19 | Completed | 100% | $31.96 | $32.00 | 0.13% | Signal |
| 2023-02-07 | 2023-03-02 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-07-26 | 2023-02-07 | Completed | 100% | $35.79 | $31.89 | -10.90% | Stop |
| 2022-07-01 | 2022-07-26 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2021-05-24 | 2022-07-01 | Completed | 100% | $26.05 | $35.10 | 34.74% | Stop |
| 2021-04-30 | 2021-05-24 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2021-04-28 | 2021-04-30 | Completed | 100% | $25.78 | $25.67 | -0.43% | Signal |
| 2020-12-22 | 2021-04-28 | Interest | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2020-12-18 | 2020-12-22 | Completed | 100% | $21.55 | $21.44 | -0.51% | Signal |
| 2020-09-04 | 2020-12-18 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2020-09-02 | 2020-09-04 | Completed | 100% | $20.50 | $20.05 | -2.20% | Signal |
| 2020-07-13 | 2020-09-02 | Interest | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-07-09 | 2020-07-13 | Completed | 100% | $18.34 | $18.15 | -1.04% | Signal |
| 2018-12-26 | 2020-07-09 | Interest | 100% | $1.00 | $1.03 | 2.71% | Interest Income |
| 2018-06-28 | 2018-12-26 | Completed | 100% | $24.30 | $21.22 | -12.67% | Signal |
| 2018-01-12 | 2018-06-28 | Interest | 100% | $1.00 | $1.01 | 1.30% | Interest Income |
| 2017-07-05 | 2018-01-12 | Completed | 100% | $22.66 | $24.58 | 8.47% | Signal |
| 2013-12-16 | 2017-07-05 | Interest | 100% | $1.00 | $1.08 | 8.04% | Interest Income |
| 2013-12-12 | 2013-12-16 | Completed | 100% | $37.20 | $36.99 | -0.56% | Signal |
| 2013-01-24 | 2013-12-12 | Interest | 100% | $1.00 | $1.02 | 2.09% | Interest Income |
| 2013-01-22 | 2013-01-24 | Completed | 100% | $42.16 | $41.86 | -0.71% | Signal |
| 2012-08-27 | 2013-01-22 | Interest | 100% | $1.00 | $1.01 | 0.68% | Interest Income |
| 2012-08-23 | 2012-08-27 | Completed | 100% | $43.81 | $43.22 | -1.35% | Signal |
| 2012-05-14 | 2012-08-23 | Interest | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2011-10-17 | 2012-05-14 | Completed | 100% | $44.40 | $39.47 | -11.10% | Signal |
| 2011-09-23 | 2011-10-17 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2010-07-20 | 2011-09-23 | Completed | 100% | $38.16 | $43.20 | 13.21% | Stop |
| 2010-06-18 | 2010-07-20 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2010-06-16 | 2010-06-18 | Completed | 100% | $38.61 | $38.71 | 0.26% | Signal |
| 2009-02-11 | 2010-06-16 | Interest | 100% | $1.00 | $1.05 | 4.64% | Interest Income |
| 2008-11-28 | 2009-02-11 | Completed | 100% | $36.99 | $33.25 | -10.11% | Signal |
| 2008-11-25 | 2008-11-28 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
