Invesco DB Oil Fund chart

Last update: 2022-12-02
Key statistics and financials
Three year average return 16.78%
YTD return 3.96%
Beta 3Y 1.94
Total Assets 434.57M
Annual report expense ratio 0.75%

Company description

The single index Commodity consists of Light, Sweet Crude Oil (WTI). The fund invests in futures contracts in an attempt to track its corresponding index.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to Invesco DB Oil Fund:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to Invesco DB Oil Fund. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Invesco DB Oil Fund

Here is the result of two systematic investment strategies applied to Invesco DB Oil Fund. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Invesco DB Oil Fund

The following chart shows the equity curve of the two systematic investment strategies applied to Invesco DB Oil Fund:

Invesco DB Oil Fund automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 62.54% on the backtest period.

Performance at glance

Performance

62.54 %

Latent gain

1237.56 $

Invested capital

1978.84 $

Annualized return

15.11 %
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Momentum strategy results on Invesco DB Oil Fund

This is the result of two momentum investment strategies applied to Invesco DB Oil Fund. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Invesco DB Oil Fund

The following chart shows all the entries opened by the momentum investment system on Invesco DB Oil Fund:

Invesco DB Oil Fund momentum entries
  • The first momentum investment strategy would give 53.49% of return on Invesco DB Oil Fund. That represents 2934.99$ of latent gain with 5487.49$ of employed capital.
  • The second momentum investment strategy would give 62.38% of return on Invesco DB Oil Fund. That represents 2178.07$ of latent gain with 3491.77$ of employed capital.
Performance at glance (1Q Momentum)

Performance

53.49 %

Latent gain

2934.99 $

Invested capital

5487.49 $

Annualized return

16.57 %
Performance at glance (2Q Momentum)

Performance

62.38 %

Latent gain

2178.07 $

Invested capital

3491.77 $

Annualized return

17.04 %

Momentum equity curve on Invesco DB Oil Fund

The following chart shows the equity curve of the two momentum strategies applied to Invesco DB Oil Fund:

Invesco DB Oil Fund momentum equity

Note: the dividends potentially given by Invesco DB Oil Fund are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Invesco DB Oil Fund

The following chart shows the employed capital evolution of the two momentum strategies on Invesco DB Oil Fund since the beginning:

Invesco DB Oil Fund

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on Invesco DB Oil Fund

Buy the dip entry openings on Invesco DB Oil Fund

Invesco DB Oil Fund

The performance achieved by the robo-advisor on Invesco DB Oil Fund is 35.46%. That represents 176.21$ of latent gain with 496.99$ of employed capital. The following chart shows Invesco DB Oil Fund stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Invesco DB Oil Fund, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

35.46 %

Latent gain

176.21 $

Invested capital

496.99 $

Annualized return

16.57 %

Equity curve of the strategy applied to Invesco DB Oil Fund

The following chart shows the result of the investment strategy applied to Invesco DB Oil Fund:

Invesco DB Oil Fund

Note: the dividends potentially given by Invesco DB Oil Fund are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Invesco DB Oil Fund

The following chart shows the employed capital evolution since the beginning of the investment strategy on Invesco DB Oil Fund:

Invesco DB Oil Fund

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Invesco DB Oil Fund

In this section, I will compare the three previous investment strategies applied to Invesco DB Oil Fund.

Equity curve comparison on Invesco DB Oil Fund

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Invesco DB Oil Fund investment strategy comparison

Employed capital comparison on Invesco DB Oil Fund

Invesco DB Oil Fund investment comparison

Performance comparison on Invesco DB Oil Fund

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 62.54% 1237.56$ 1978.84$ 15.11%
Momentum 1 quarter 53.49% 2934.99$ 5487.49$ 13.72%
Momentum 2 quarters 62.38% 2178.07$ 3491.77$ 17.04%
Non-directional 35.46% 176.21$ 496.99$ 16.57%
Annualized return comparison

Automatic investment

15.11 %

Momentum 1Q

17.04 %

Momentum 2Q

17.04 %

Non-directional

16.57 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Invesco DB Oil Fund:

Note: The algorithm computes the probability of correlation between Invesco DB Oil Fund and the other stocks. There may be false positives or some missing correlated stocks. If the price of Invesco DB Oil Fund does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name Invesco DB Oil Fund
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange ARCX
Ticker DBO
Market

Invesco DB Oil Fund ESG Scores

Environment scores

Environment ESG Factors Scores
Environment Score 0
Peer Environment Performance unknown
Environment Percentile unknown
Palm Oil unknown
Nuclear unknown
Fur Leather unknown
GMO unknown
Coal unknown
Pesticides unknown
Animal Testing unknown

Social scores

Social ESG Factors Scores
Social Score 0
Peer Social Performance unknown
Social Percentile unknown
Highest Controversy unknown
Peer Highest Controversy Performance unknown
Adult unknown
Gambling unknown
Alcoholic unknown
Tobacco unknown
Catholic unknown
Controversial Weapons unknown
Small Arms unknown
Military Contract unknown
Peer Count unknown

Related Controversy:


Governance scores

Governance ESG Factors Scores
Governance Score 0
Peer Governance Performance unknown
Governance Percentile unknown

ESG at glance
Total ESG Scores: unknown
Environment Score: 0
Social Score: 0
Governance Score: 0

ESG Performance: unknown

Peer Group: unknown

Peer Esg Score Performance: unknown

Rating Year: unknown

Rating Month: unknown

Max Age: unknown

Percentile: unknown