Invesco DB US Dollar Index Bearish Fund chart

Last update: 2022-12-30
Key statistics and financials
Three year average return -0.92%
YTD return -0.17%
Beta 3Y 0.37
Total Assets 48.64M
Annual report expense ratio 0.75%

Company description

The index reflects the changes in market value over time, whether positive or negative, of a short position in the DX Contract which expires during the months of March, June, September and December. The fund seeks to track the index by establishing short positions in DX Contracts. DX Contracts are linked to the six underlying currencies, or the index currencies, of the U.S. Dollar index (USDX®), or the USDX®. The index currencies are Euro, Japanese Yen, British Pound, Canadian Dollar, Swedish Krona and Swiss Franc.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to Invesco DB US Dollar Index Bearish 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 US Dollar Index Bearish 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 US Dollar Index Bearish Fund

Here is the result of two systematic investment strategies applied to Invesco DB US Dollar Index Bearish 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 US Dollar Index Bearish Fund

The following chart shows the equity curve of the two systematic investment strategies applied to Invesco DB US Dollar Index Bearish Fund:

Invesco DB US Dollar Index Bearish Fund automated entries

The systematic investment strategy that buys the first day of the month would give a performance of -1.8% on the backtest period.

Performance at glance

Performance

-1.8 %

Latent gain

-13.68 $

Invested capital

758.52 $

Annualized return

-1.25 %
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Momentum strategy results on Invesco DB US Dollar Index Bearish Fund

This is the result of two momentum investment strategies applied to Invesco DB US Dollar Index Bearish 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 US Dollar Index Bearish Fund

The following chart shows all the entries opened by the momentum investment system on Invesco DB US Dollar Index Bearish Fund:

Invesco DB US Dollar Index Bearish Fund momentum entries
  • The first momentum investment strategy would give -1.81% of return on Invesco DB US Dollar Index Bearish Fund. That represents -27.42$ of latent gain with 1517.1$ of employed capital.
  • The second momentum investment strategy would give -2.76% of return on Invesco DB US Dollar Index Bearish Fund. That represents -14.1$ of latent gain with 510.66$ of employed capital.
Performance at glance (1Q Momentum)

Performance

-1.81 %

Latent gain

-27.42 $

Invested capital

1517.1 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

-2.76 %

Latent gain

-14.1 $

Invested capital

510.66 $

Annualized return

-2.88 %

Momentum equity curve on Invesco DB US Dollar Index Bearish Fund

The following chart shows the equity curve of the two momentum strategies applied to Invesco DB US Dollar Index Bearish Fund:

Invesco DB US Dollar Index Bearish Fund momentum equity

Note: the dividends potentially given by Invesco DB US Dollar Index Bearish 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 US Dollar Index Bearish Fund

The following chart shows the employed capital evolution of the two momentum strategies on Invesco DB US Dollar Index Bearish Fund since the beginning:

Invesco DB US Dollar Index Bearish 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 US Dollar Index Bearish Fund

Buy the dip entry openings on Invesco DB US Dollar Index Bearish Fund

Invesco DB US Dollar Index Bearish Fund

The performance achieved by the robo-advisor on Invesco DB US Dollar Index Bearish Fund is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows Invesco DB US Dollar Index Bearish 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 US Dollar Index Bearish 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

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

-0.0 %

Equity curve of the strategy applied to Invesco DB US Dollar Index Bearish Fund

The following chart shows the result of the investment strategy applied to Invesco DB US Dollar Index Bearish Fund:

Invesco DB US Dollar Index Bearish Fund

Note: the dividends potentially given by Invesco DB US Dollar Index Bearish 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 US Dollar Index Bearish Fund

The following chart shows the employed capital evolution since the beginning of the investment strategy on Invesco DB US Dollar Index Bearish Fund:

Invesco DB US Dollar Index Bearish 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 US Dollar Index Bearish Fund

In this section, I will compare the three previous investment strategies applied to Invesco DB US Dollar Index Bearish Fund.

Equity curve comparison on Invesco DB US Dollar Index Bearish Fund

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

Invesco DB US Dollar Index Bearish Fund investment strategy comparison

Employed capital comparison on Invesco DB US Dollar Index Bearish Fund

Invesco DB US Dollar Index Bearish Fund investment comparison

Performance comparison on Invesco DB US Dollar Index Bearish Fund

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment -1.8% -13.68$ 758.52$ -1.25%
Momentum 1 quarter -1.81% -27.42$ 1517.1$ -1.51%
Momentum 2 quarters -2.76% -14.1$ 510.66$ -2.88%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

-1.25 %

Momentum 1Q

-2.88 %

Momentum 2Q

-2.88 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Invesco DB US Dollar Index Bearish Fund:

Positive correlations

Most correlated stocks this year

  • Invesco DB US Dollar Index Bearish Fund -1x Shares

  • Most correlated stocks last 3 months

  • Invesco DB US Dollar Index Bearish Fund -1x Shares

  • Negative correlation

    Most negatively correlated stocks this year

  • Invesco DB US Dollar Index Bullish Fund
  • WisdomTree Bloomberg U.S. Dollar Bullish Fund

  • Most negatively correlated stocks last 3 months

  • Invesco DB US Dollar Index Bullish Fund
  • SPROTT PHYSICAL GOLD TRUST CAD

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


    Company information

    Company name Invesco DB US Dollar Index Bearish Fund
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker UDN
    Market

    Invesco DB US Dollar Index Bearish 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