Summary
DBA
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 10.45% Volatility 11.90% Sharpe -0.01
Official loaded data — not a live quote.

Invesco DB Agriculture Fund

Symbol: DBA

Exchange: NYSE

Sector: Healthcare

Category: Commodities Focused

Inception date: 05/01/2007

Latest date: 16/07/2026

Current price: $27.59

Expense ratio: 0.85%

Assets under management
$1.2B
-0.83% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

3.49%

Ann. 62.00% (Sharpe / Sortino numerator)

Volatility

9.09%

Sharpe ratio

6.421

VaR 95%

-0.79%

CVaR 95%: -0.97%
Max drawdown: -1.12%
Sortino ratio: 9.140
Calmar ratio: 55.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.77%

Ann. 27.99% (Sharpe / Sortino numerator)

Volatility

7.33%

Sharpe ratio

3.322

VaR 95%

-0.80%

CVaR 95%: -0.91%
Max drawdown: -2.00%
Sortino ratio: 4.945
Calmar ratio: 14.00

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.77%

Ann. 11.33% (Sharpe / Sortino numerator)

Volatility

9.28%

Sharpe ratio

0.830

VaR 95%

-0.87%

CVaR 95%: -1.18%
Max drawdown: -4.75%
Sortino ratio: 1.346
Calmar ratio: 2.39

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.45%

Ann. 3.54% (Sharpe / Sortino numerator)

Volatility

11.90%

Sharpe ratio

-0.007

VaR 95%

-1.12%

CVaR 95%: -1.62%
Max drawdown: -7.99%
Sortino ratio: -0.011
Calmar ratio: 0.44

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

24.49%

Ann. 8.80% (Sharpe / Sortino numerator)

Volatility

14.85%

Sharpe ratio

0.348

VaR 95%

-1.41%

CVaR 95%: -2.11%
Max drawdown: -12.36%
Sortino ratio: 0.496
Calmar ratio: 0.71

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

45.12%

Ann. 14.51% (Sharpe / Sortino numerator)

Volatility

13.92%

Sharpe ratio

0.782

VaR 95%

-1.27%

CVaR 95%: -1.93%
Max drawdown: -12.36%
Sortino ratio: 1.152
Calmar ratio: 1.17

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.042%

Best day

2.992%

06/07/2026
Worst day

-2.089%

17/09/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $27.82 $27.83 $27.56 $27.59 645,400
15/07/2026 $27.67 $28.00 $27.67 $27.98 1,448,600
14/07/2026 $27.63 $27.68 $27.55 $27.63 602,500
13/07/2026 $27.81 $27.90 $27.70 $27.72 1,160,000
10/07/2026 $27.65 $27.81 $27.50 $27.77 1,459,200
09/07/2026 $27.67 $27.88 $27.64 $27.71 607,900
08/07/2026 $27.64 $27.69 $27.53 $27.62 681,800
07/07/2026 $27.50 $27.58 $27.38 $27.55 1,175,500
06/07/2026 $27.18 $27.59 $27.15 $27.54 1,314,100
02/07/2026 $26.87 $26.97 $26.72 $26.74 387,300