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Performance analysis of DJP (iPath Bloomberg Commodity Index Total Return ETN)

Annual Return

Over the past 3 years, DJP has had an average annual return of +17.95%, underperforming the benchmark SPY, which returned +22.45% annual.

Over the past 5 years, DJP has had an average annual return of +12.48%, underperforming the benchmark SPY, which returned +13.88% annual.

Over the past 10 years, DJP has had an average annual return of +7.36%, underperforming the benchmark SPY, which returned +15.45% annual.

Since Oct 30, 2006, DJP has had an average annual return of +0.06%, underperforming the benchmark SPY, which returned +11.08% annual.

202620252024202320222021202020192018201720162015
+30.62%+17.20%+5.59%-9.84%+17.46%+31.04%-4.10%+7.62%-13.07%+0.74%+12.87%-28.23%
201420132012201120102009200820072006
-18.61%-11.12%-2.10%-14.01%+16.23%+20.09%-37.42%+14.90%+0.80%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+12.90%+0.54%+12.77%+4.75%-4.04%+1.53%+30.62%
2025+4.67%+0.95%+4.12%-5.75%-0.60%+2.71%-0.64%+2.27%+2.64%+3.12%+3.48%-0.55%+17.20%
2024+0.38%-1.86%+3.88%+2.92%+2.15%-1.95%-4.15%-0.39%+5.33%-1.52%-0.06%+1.13%+5.59%
2023-0.59%-5.69%-0.03%-0.95%-6.49%+4.48%+7.26%-0.98%-1.02%+0.50%-2.98%-3.02%-9.84%
2022+10.18%+7.34%+8.74%+4.59%+2.23%-11.81%+4.07%-0.16%-8.98%+1.84%+4%-3.30%+17.46%
2021+2.88%+7.67%-2.48%+9.77%+3.08%+1.60%+2.36%-0.85%+5.98%+3.35%-8.67%+3.94%+31.04%
2020-8.57%-5.70%-16.05%-1.82%+5.35%+2.87%+7.40%+7.89%-4.43%+1.92%+4.23%+5.84%-4.10%
2019+5.70%+1.21%-0.19%-0.47%-4.35%+3.11%-1.18%-2.28%+1.49%+2.12%-2.70%+5.45%+7.62%
2018+2.49%-2.12%-0.57%+2.63%+1.77%-4.26%-2.49%-1.98%+2.11%-2.53%-0.90%-7.53%-13.07%
2017+0.04%+0.08%-3.06%-1.86%-1.75%-0.04%+2.66%+0.17%-0.21%+2.59%-0.71%+3.03%+0.74%

Drawdown analysis of DJP (iPath Bloomberg Commodity Index Total Return ETN)

The maximum drawdown for the DJP was -78.35%, occurring on Apr 21, 2020. This drawdown has not yet recovered.

The current DJP drawdown is -32.82%.

Since Oct 30, 2006 DJP has experienced the following drawdowns:

  • 50% or more: 1 time
  • 40% or more: 1 time
  • 30% or more: 1 time
  • 20% or more: 1 time
  • 10% or more: 3 times
DepthStartTo BottomBottomTo RecoverEndTotal
-78.35%Jul 2, 20082970Apr 21, 2020OngoingOngoingOngoing
-10.49%Mar 13, 20085Mar 20, 200843May 21, 200848
-10.48%Nov 30, 200625Jan 9, 200732Feb 26, 200757
-8.29%Jun 15, 200746Aug 21, 200719Sep 18, 200765
-6.21%Jan 14, 20086Jan 23, 200812Feb 8, 200818
-4.79%Feb 26, 20075Mar 5, 200725Apr 10, 200730
-4.53%Nov 6, 200720Dec 5, 200714Dec 26, 200734
-4.42%May 21, 20085May 29, 20086Jun 6, 200811
-4.18%Sep 27, 20077Oct 8, 20078Oct 18, 200715
-3.41%Mar 5, 20082Mar 7, 20084Mar 13, 20086
-3.38%Nov 9, 20065Nov 16, 20065Nov 24, 200610
-3.22%Jun 4, 20074Jun 8, 20075Jun 15, 20079
-2.67%May 21, 20075May 29, 20074Jun 4, 20079
-2.17%Jun 6, 20082Jun 10, 20081Jun 11, 20083
-2.08%Mar 3, 20081Mar 4, 20081Mar 5, 20082
-1.84%Oct 18, 20073Oct 23, 20073Oct 26, 20076
-1.80%Jun 18, 20081Jun 19, 20085Jun 26, 20086
-1.66%Apr 13, 20074Apr 19, 200722May 21, 200726
-1.59%Jan 3, 20082Jan 7, 20085Jan 14, 20087
-1.53%Oct 29, 20071Oct 30, 20071Oct 31, 20072
-1.49%Feb 8, 20082Feb 12, 20082Feb 14, 20084
-0.86%Nov 2, 20071Nov 5, 20071Nov 6, 20072
-0.70%Oct 31, 20071Nov 1, 20071Nov 2, 20072
-0.70%Feb 28, 20081Feb 29, 20081Mar 3, 20082
-0.49%Sep 24, 20071Sep 25, 20071Sep 26, 20072