Skip to content
Drawdown history

PDBC max drawdown: 74.4%

Invesco Optimum Yield Diversified Commodity. From its 2008-06-30 peak, PDBC fell 74.4% to the 2020-04-30 trough and has not yet made a new high. Computed from 681 months of history starting 1970-01-31, including extended pre-ETF data where available.

The no-K-1 broad commodity fund.

What is PDBC's maximum drawdown?

PDBC's maximum drawdown was 74.4%, from a peak in 2008-06-30 to a trough in 2020-04-30, based on monthly closes since 1970-01-31. The sample contains 681 monthly observations through 2026-09-30. Monthly closes can miss deeper daily losses.

PDBC: extended history where available, monthly closes
MeasureValue
Maximum drawdown-74.4%
Peak2008-06-30
Trough2020-04-30
RecoveredNot yet recovered
Monthly observations681

Last verified

What is PDBC's maximum drawdown?

PDBC's maximum drawdown was 74.4%, from a peak in 2008-06-30 to a trough in 2020-04-30, based on monthly closes since 1970-01-31.

How long did PDBC take to recover from its worst drawdown?

PDBC has not yet recovered from its worst drawdown, which began at the 2008-06-30 peak.

What was PDBC's worst 12-month return?

PDBC's worst rolling 12-month return was -48.7%, in the 12 months ending 2009-06-30.

PDBC drawdown statistics

Maximum drawdown
-74.4%

2008-06-30 peak to 2020-04-30 trough.

Recovery time
Not yet

Still below the prior peak.

Time underwater
89.1%

Share of all months spent below a prior high.

Worst 12 months
-48.7%

Rolling year ending 2009-06-30.

For context, SPY (the S&P 500 baseline) had a maximum drawdown of 50.8% over the same kind of monthly-close analysis.

The biggest PDBC drawdowns on record

DepthPeakTroughRecoveredPeak to troughTotal underwater
-74.4%2008-06-302020-04-30not yet142 mo18.3 years
-51.6%1990-09-301999-02-282003-02-28101 mo12.4 years
-37.5%1974-11-301977-07-311979-01-3132 mo4.2 years
-35.3%1980-10-311986-07-311990-09-3069 mo9.9 years
-22.6%2003-02-282003-04-302004-02-292 mo12 months

Methodology: monthly closing prices, peak-to-trough on total return where available. History extends before the ETF's launch via documented proxy chains (index funds, indices, and academic series), the same data that powers BestFolio's strategy backtests. Educational information, not investment advice.

Drawdowns are the reason tactical strategies exist

Buy-and-hold PDBC means living through every number on this page. BestFolio tracks published TAA strategies whose whole job is cutting these drawdowns, with out-of-sample track records.