United States Copper Index Fund (CPER): Historical Returns

Data Source: from August 1988 to February 2024 (~36 years)
Consolidated Returns as of 29 February 2024
Category: Commodities
United States Copper Index Fund (CPER) ETF
ETF • LIVE PERFORMANCE (USD currency)
1.24%
February 2024

In the last 30 Years, the United States Copper Index Fund (CPER) ETF obtained a 4.62% compound annual return, with a 24.82% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Commodity
  • Commodity: Copper

Investment Returns as of Feb 29, 2024

The United States Copper Index Fund (CPER) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the actual US Inflation rates.
UNITED STATES COPPER INDEX FUND (CPER) ETF
Consolidated returns as of 29 February 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~36Y)
United States Copper Index Fund (CPER) ETF n.a. n.a. -1.24 1.49 -3.82 5.35 1.05 4.62 3.74
US Inflation Adjusted return -1.24 0.34 -6.36 1.20 -1.68 2.05 0.98
Returns over 1 year are annualized | Available data source: since Aug 1988
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 3.88$, with a total return of 287.72% (4.62% annualized).

The Inflation Adjusted Capital now would be 1.84$, with a net total return of 83.67% (2.05% annualized).
An investment of 1$, since August 1988, now would be worth 3.69$, with a total return of 269.32% (3.74% annualized).

The Inflation Adjusted Capital now would be 1.41$, with a net total return of 41.32% (0.98% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of United States Copper Index Fund (CPER) ETF, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the actual US Inflation rates.
UNITED STATES COPPER INDEX FUND (CPER) ETF
Advanced Metrics
Data Source: 1 August 1988 - 29 February 2024 (~36 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~36Y)
Investment Return (%) -1.24 0.38 1.49 -3.82 -1.63 5.35 1.05 4.67 4.62 3.74
Infl. Adjusted Return (%) details -1.24 -0.16 0.34 -6.36 -6.78 1.20 -1.68 2.05 2.05 0.98
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 2.74
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -9.30 -29.46 -29.46 -37.98 -64.54 -64.54 -64.54
Start to Recovery (# months) details 11* 33* 33* 79 32 32 32
Start (yyyy mm) 2023 04 2021 06 2021 06 2014 08 2008 05 2008 05 2008 05
Start to Bottom (# months) 2 17 17 18 8 8 8
Bottom (yyyy mm) 2023 05 2022 10 2022 10 2016 01 2008 12 2008 12 2008 12
Bottom to End (# months) 9 16 16 61 24 24 24
End (yyyy mm) - - - 2021 02 2010 12 2010 12 2010 12
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-57.40 -57.40 -60.00
Start to Recovery (# months) details 156* 156* 199
Start (yyyy mm) 2023 04 2021 06 2021 06 2014 08 2011 03 2011 03 1989 01
Start to Bottom (# months) 2 17 17 18 59 59 123
Bottom (yyyy mm) 2023 05 2022 10 2022 10 2016 01 2016 01 2016 01 1999 03
Bottom to End (# months) 9 16 16 61 97 97 76
End (yyyy mm) - - - 2021 02 - - 2005 07
Longest negative period (# months) details 12* 36* 36* 104 213* 213* 242
Period Start (yyyy mm) 2023 03 2021 03 2021 03 2014 03 2006 06 2006 06 1988 12
Period End (yyyy mm) 2024 02 2024 02 2024 02 2022 10 2024 02 2024 02 2009 01
Annualized Return (%) -3.82 -1.63 -1.63 -0.64 -0.59 -0.59 -0.09
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -10.69 -36.43 -36.43 -41.93 -64.26 -64.26 -72.82
Start to Recovery (# months) details 11* 33* 33* 79 55 55 208
Start (yyyy mm) 2023 04 2021 06 2021 06 2014 08 2006 06 2006 06 1989 01
Start to Bottom (# months) 7 17 17 68 31 31 154
Bottom (yyyy mm) 2023 10 2022 10 2022 10 2020 03 2008 12 2008 12 2001 10
Bottom to End (# months) 4 16 16 11 24 24 54
End (yyyy mm) - - - 2021 02 2010 12 2010 12 2006 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-62.74 -62.74
same as
deepest
Start to Recovery (# months) details 156* 156*
Start (yyyy mm) 2023 04 2021 06 2021 06 2014 08 2011 03 2011 03 1989 01
Start to Bottom (# months) 7 17 17 68 109 109 154
Bottom (yyyy mm) 2023 10 2022 10 2022 10 2020 03 2020 03 2020 03 2001 10
Bottom to End (# months) 4 16 16 11 47 47 54
End (yyyy mm) - - - 2021 02 - - 2006 04
Longest negative period (# months) details 12* 36* 44 120* 218* 307 424*
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2014 03 2006 01 1994 09 1988 11
Period End (yyyy mm) 2024 02 2024 02 2022 10 2024 02 2024 02 2020 03 2024 02
Annualized Return (%) -6.36 -6.78 -1.67 -1.68 -0.06 -0.15 -0.14
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 12.68 19.65 20.83 19.69 25.49 24.82 24.97
Sharpe Ratio -0.71 -0.20 0.17 -0.01 0.13 0.09 -0.01
Sortino Ratio -1.07 -0.30 0.24 -0.01 0.18 0.14 -0.01
Ulcer Index 5.43 15.90 13.92 20.41 32.30 34.22 35.88
Ratio: Return / Standard Deviation -0.30 -0.08 0.26 0.05 0.18 0.19 0.15
Ratio: Return / Deepest Drawdown -0.41 -0.06 0.18 0.03 0.07 0.07 0.06
% Positive Months details 50% 44% 53% 49% 53% 53% 52%
Positive Months 6 16 32 59 129 192 223
Negative Months 6 20 28 61 111 168 204
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 1.05 9.56 20.77 20.77
Worst 10 Years Return (%) - Annualized -6.25 -6.25 -8.16
Best 10 Years Return (%) - Annualized -1.68 7.09 17.91 17.91
Worst 10 Years Return (%) - Annualized -7.86 -7.86 -10.96
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 146.94 68.27 40.63 20.77 9.41 4.62
Worst Rolling Return (%) - Annualized -60.38 -19.55 -15.26 -6.25 1.87
% Positive Periods 51% 54% 56% 70% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 53.76 21.38 12.01 5.49 3.95 4.56
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 2.08
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 137.50 62.98 36.67 17.91 7.02 2.05
Worst Rolling Return (%) - Annualized -60.39 -21.03 -16.47 -7.86 -0.33
% Positive Periods 48% 48% 49% 54% 99% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 53.76 21.38 12.01 5.49 3.95 4.56
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 2.08
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Aug 1988 - Feb 2024)
Best Rolling Return (%) - Annualized 146.94 68.27 40.63 20.77 9.41 5.13
Worst Rolling Return (%) - Annualized -60.38 -19.55 -15.26 -8.16 -0.54 1.32
% Positive Periods 48% 54% 53% 56% 98% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 53.76 21.38 12.01 5.48 2.54 1.99
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 137.50 62.98 36.67 17.91 7.02 2.55
Worst Rolling Return (%) - Annualized -60.39 -21.03 -16.47 -10.96 -3.29 -1.15
% Positive Periods 45% 46% 42% 43% 95% 76%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 53.76 21.38 12.01 5.48 2.54 1.99
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Feb 29, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of United States Copper Index Fund (CPER) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

UNITED STATES COPPER INDEX FUND (CPER) ETF
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs CPER
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.66
0.65
0.53
0.42
0.41
SPY
US Large Cap
0.64
0.64
0.51
0.41
0.41
IJR
US Small Cap
0.64
0.66
0.52
0.38
0.36
VNQ
US REITs
0.62
0.60
0.38
0.29
0.28
QQQ
US Technology
0.44
0.54
0.41
0.30
0.29
PFF
Preferred Stocks
0.55
0.53
0.34
0.21
0.21
EFA
EAFE Stocks
0.69
0.73
0.56
0.47
0.43
VT
World All Countries
0.70
0.71
0.57
0.48
0.46
EEM
Emerging Markets
0.79
0.70
0.57
0.48
0.45
VGK
Europe
0.67
0.73
0.53
0.45
0.43
VPL
Pacific
0.72
0.70
0.58
0.42
0.37
FLLA
Latin America
0.67
0.56
0.43
0.42
0.41
BND
US Total Bond Market
0.48
0.31
0.15
-0.02
-0.02
TLT
Long Term Treasuries
0.45
0.05
-0.09
-0.23
-0.22
BIL
US Cash
0.12
-0.14
-0.06
-0.02
-0.02
TIP
TIPS
0.53
0.34
0.22
0.10
0.11
LQD
Invest. Grade Bonds
0.54
0.43
0.27
0.07
0.08
HYG
High Yield Bonds
0.66
0.55
0.46
0.31
0.30
CWB
US Convertible Bonds
0.66
0.64
0.54
0.44
0.42
BNDX
International Bonds
0.37
0.22
0.07
0.06
0.07
EMB
Emerg. Market Bonds
0.69
0.58
0.42
0.26
0.26
GLD
Gold
0.25
0.30
0.21
0.28
0.27
DBC
Commodities
0.58
0.61
0.55
0.47
0.46

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

UNITED STATES COPPER INDEX FUND (CPER) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 August 1988 - 29 February 2024 (~36 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-64.54% May 2008 Dec 2008 8 Dec 2010 24 32 32.55
-57.40% Mar 2011 Jan 2016 59 in progress 97 156 36.76
-55.68% Jan 1995 Mar 1999 51 Nov 2004 68 119 37.83
-30.49% Jun 2006 Jan 2007 8 Feb 2008 13 21 13.29
-2.66% Sep 1994 Sep 1994 1 Oct 1994 1 2 1.54
-2.24% Feb 2006 Feb 2006 1 Mar 2006 1 2 1.29
-1.67% Jan 2011 Jan 2011 1 Feb 2011 1 2 0.96
-1.61% Jan 2005 Jan 2005 1 Feb 2005 1 2 0.93
-1.16% Apr 2005 Apr 2005 1 Jun 2005 2 3 0.61
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 30 12.0 Months 8.31%
 
DD = 0% 8.31%
 
0% < DD <= -5% 23 15.7 Months 6.37%
 
DD <= -5% 14.68%
 
-5% < DD <= -10% 25 14.4 Months 6.93%
 
DD <= -10% 21.61%
 
-10% < DD <= -15% 17 21.2 Months 4.71%
 
DD <= -15% 26.32%
 
-15% < DD <= -20% 30 12.0 Months 8.31%
 
DD <= -20% 34.63%
 
-20% < DD <= -25% 24 15.0 Months 6.65%
 
DD <= -25% 41.27%
 
-25% < DD <= -30% 25 14.4 Months 6.93%
 
DD <= -30% 48.20%
 
-30% < DD <= -35% 28 12.9 Months 7.76%
 
DD <= -35% 55.96%
 
-35% < DD <= -40% 26 13.9 Months 7.20%
 
DD <= -40% 63.16%
 
-40% < DD <= -45% 40 9.0 Months 11.08%
 
DD <= -45% 74.24%
 
-45% < DD <= -50% 51 7.1 Months 14.13%
 
DD <= -50% 88.37%
 
-50% < DD <= -55% 27 13.4 Months 7.48%
 
DD <= -55% 95.84%
 
-55% < DD <= -60% 12 30.1 Months 3.32%
 
DD <= -60% 99.17%
 
-60% < DD <= -65% 3 120.3 Months 0.83%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-64.26% Jun 2006 Dec 2008 31 Dec 2010 24 55 27.04
-62.74% Mar 2011 Mar 2020 109 in progress 47 156 43.93
-62.54% Jan 1995 Oct 2001 82 Oct 2005 48 130 42.61
-2.86% Sep 1994 Sep 1994 1 Oct 1994 1 2 1.65
-2.29% Feb 2006 Feb 2006 1 Mar 2006 1 2 1.32
-1.98% Jan 2011 Jan 2011 1 Feb 2011 1 2 1.15
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 19 19.0 Months 5.26%
 
DD = 0% 5.26%
 
0% < DD <= -5% 15 24.1 Months 4.16%
 
DD <= -5% 9.42%
 
-5% < DD <= -10% 24 15.0 Months 6.65%
 
DD <= -10% 16.07%
 
-10% < DD <= -15% 9 40.1 Months 2.49%
 
DD <= -15% 18.56%
 
-15% < DD <= -20% 25 14.4 Months 6.93%
 
DD <= -20% 25.48%
 
-20% < DD <= -25% 20 18.1 Months 5.54%
 
DD <= -25% 31.02%
 
-25% < DD <= -30% 21 17.2 Months 5.82%
 
DD <= -30% 36.84%
 
-30% < DD <= -35% 25 14.4 Months 6.93%
 
DD <= -35% 43.77%
 
-35% < DD <= -40% 23 15.7 Months 6.37%
 
DD <= -40% 50.14%
 
-40% < DD <= -45% 22 16.4 Months 6.09%
 
DD <= -45% 56.23%
 
-45% < DD <= -50% 54 6.7 Months 14.96%
 
DD <= -50% 71.19%
 
-50% < DD <= -55% 51 7.1 Months 14.13%
 
DD <= -55% 85.32%
 
-55% < DD <= -60% 43 8.4 Months 11.91%
 
DD <= -60% 97.23%
 
-60% < DD <= -65% 10 36.1 Months 2.77%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-64.54% May 2008 Dec 2008 8 Dec 2010 24 32 32.55
-60.00% Jan 1989 Mar 1999 123 Jul 2005 76 199 38.73
-57.40% Mar 2011 Jan 2016 59 in progress 97 156 36.76
-30.49% Jun 2006 Jan 2007 8 Feb 2008 13 21 13.29
-2.24% Feb 2006 Feb 2006 1 Mar 2006 1 2 1.29
-1.67% Jan 2011 Jan 2011 1 Feb 2011 1 2 0.96
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 21 20.4 Months 4.91%
 
DD = 0% 4.91%
 
0% < DD <= -5% 17 25.2 Months 3.97%
 
DD <= -5% 8.88%
 
-5% < DD <= -10% 21 20.4 Months 4.91%
 
DD <= -10% 13.79%
 
-10% < DD <= -15% 28 15.3 Months 6.54%
 
DD <= -15% 20.33%
 
-15% < DD <= -20% 32 13.4 Months 7.48%
 
DD <= -20% 27.80%
 
-20% < DD <= -25% 32 13.4 Months 7.48%
 
DD <= -25% 35.28%
 
-25% < DD <= -30% 44 9.7 Months 10.28%
 
DD <= -30% 45.56%
 
-30% < DD <= -35% 41 10.4 Months 9.58%
 
DD <= -35% 55.14%
 
-35% < DD <= -40% 33 13.0 Months 7.71%
 
DD <= -40% 62.85%
 
-40% < DD <= -45% 35 12.2 Months 8.18%
 
DD <= -45% 71.03%
 
-45% < DD <= -50% 50 8.6 Months 11.68%
 
DD <= -50% 82.71%
 
-50% < DD <= -55% 48 8.9 Months 11.21%
 
DD <= -55% 93.93%
 
-55% < DD <= -60% 22 19.5 Months 5.14%
 
DD <= -60% 99.07%
 
-60% < DD <= -65% 4 107.0 Months 0.93%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-72.82% Jan 1989 Oct 2001 154 Apr 2006 54 208 50.99
-64.26% Jun 2006 Dec 2008 31 Dec 2010 24 55 27.04
-62.74% Mar 2011 Mar 2020 109 in progress 47 156 43.93
-1.98% Jan 2011 Jan 2011 1 Feb 2011 1 2 1.15
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 10 42.8 Months 2.34%
 
DD = 0% 2.34%
 
0% < DD <= -5% 10 42.8 Months 2.34%
 
DD <= -5% 4.67%
 
-5% < DD <= -10% 16 26.8 Months 3.74%
 
DD <= -10% 8.41%
 
-10% < DD <= -15% 11 38.9 Months 2.57%
 
DD <= -15% 10.98%
 
-15% < DD <= -20% 17 25.2 Months 3.97%
 
DD <= -20% 14.95%
 
-20% < DD <= -25% 12 35.7 Months 2.80%
 
DD <= -25% 17.76%
 
-25% < DD <= -30% 29 14.8 Months 6.78%
 
DD <= -30% 24.53%
 
-30% < DD <= -35% 39 11.0 Months 9.11%
 
DD <= -35% 33.64%
 
-35% < DD <= -40% 34 12.6 Months 7.94%
 
DD <= -40% 41.59%
 
-40% < DD <= -45% 50 8.6 Months 11.68%
 
DD <= -45% 53.27%
 
-45% < DD <= -50% 47 9.1 Months 10.98%
 
DD <= -50% 64.25%
 
-50% < DD <= -55% 45 9.5 Months 10.51%
 
DD <= -55% 74.77%
 
-55% < DD <= -60% 27 15.9 Months 6.31%
 
DD <= -60% 81.07%
 
-60% < DD <= -65% 39 11.0 Months 9.11%
 
DD <= -65% 90.19%
 
-65% < DD <= -70% 30 14.3 Months 7.01%
 
DD <= -70% 97.20%
 
-70% < DD <= -100% 12 35.7 Months 2.80%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

UNITED STATES COPPER INDEX FUND (CPER) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 August 1988 - 29 February 2024 (~36 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -60.38 03/2008
02/2009
0.39$ -20.45 0.79$ 0.65 1.00$ 37.00 1.37$ 146.94 06/2005
05/2006
2.46$ -3.82 49.00%
2Y -30.09 01/2007
12/2008
0.48$ -14.08 0.73$ -0.87 0.98$ 32.89 1.76$ 78.39 01/2009
12/2010
3.18$ -6.62 51.93%
3Y -19.55 02/2013
01/2016
0.52$ -11.70 0.68$ 1.89 1.05$ 26.40 2.01$ 68.27 06/2003
05/2006
4.76$ -1.63 45.54%
5Y -15.26 02/2011
01/2016
0.43$ -7.80 0.66$ 2.30 1.12$ 16.59 2.15$ 40.63 10/2002
09/2007
5.50$ 5.35 43.85%
7Y -10.01 01/1995
12/2001
0.47$ -5.78 0.65$ 3.20 1.24$ 21.36 3.87$ 29.03 06/1999
05/2006
5.95$ 4.47 41.88%
10Y -6.25 06/2006
05/2016
0.52$ -2.38 0.78$ 4.52 1.55$ 15.87 4.36$ 20.77 08/2001
07/2011
6.59$ 1.05 29.88%
15Y -1.57 10/2007
09/2022
0.78$ 1.66 1.27$ 6.56 2.59$ 9.50 3.90$ 11.08 03/1999
02/2014
4.83$ 5.37 6.63%
20Y 1.87 12/1995
11/2015
1.44$ 3.45 1.97$ 5.88 3.13$ 7.87 4.54$ 9.41 11/2001
10/2021
6.04$ 4.67 0.00%
30Y 4.62 03/1994
02/2024
3.87$ 4.62 3.87$ 4.62 3.87$ 4.62 3.87$ 4.62 03/1994
02/2024
3.87$ 4.62 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -60.39 03/2008
02/2009
0.39$ -22.28 0.77$ -1.52 0.98$ 33.55 1.33$ 137.50 06/2005
05/2006
2.37$ -6.36 51.86%
2Y -31.47 01/2007
12/2008
0.46$ -15.76 0.70$ -3.48 0.93$ 28.96 1.66$ 74.68 01/2009
12/2010
3.05$ -10.50 56.68%
3Y -21.03 01/1996
12/1998
0.49$ -13.07 0.65$ -0.79 0.97$ 22.99 1.86$ 62.98 06/2003
05/2006
4.32$ -6.78 52.00%
5Y -16.47 02/2011
01/2016
0.40$ -9.64 0.60$ -0.05 0.99$ 13.70 1.90$ 36.67 10/2002
09/2007
4.76$ 1.20 50.50%
7Y -12.13 01/1995
12/2001
0.40$ -7.24 0.59$ 0.97 1.06$ 18.27 3.23$ 25.53 06/1999
05/2006
4.91$ 0.97 45.85%
10Y -7.86 06/2006
05/2016
0.44$ -4.10 0.65$ 2.03 1.22$ 13.09 3.42$ 17.91 08/2001
07/2011
5.19$ -1.68 45.23%
15Y -3.85 10/2007
09/2022
0.55$ -0.60 0.91$ 4.31 1.88$ 7.02 2.76$ 8.47 01/1999
12/2013
3.38$ 2.77 16.02%
20Y -0.33 12/1995
11/2015
0.93$ 1.15 1.25$ 3.56 2.01$ 5.31 2.81$ 7.02 11/2001
10/2021
3.88$ 2.05 0.83%
30Y 2.05 03/1994
02/2024
1.83$ 2.05 1.83$ 2.05 1.83$ 2.05 1.83$ 2.05 03/1994
02/2024
1.83$ 2.05 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -60.38 03/2008
02/2009
0.39$ -20.45 0.79$ -0.74 0.99$ 34.09 1.34$ 146.94 06/2005
05/2006
2.46$ -3.82 51.20%
2Y -30.09 01/2007
12/2008
0.48$ -13.52 0.74$ -2.61 0.94$ 29.40 1.67$ 78.39 01/2009
12/2010
3.18$ -6.62 54.46%
3Y -19.55 02/2013
01/2016
0.52$ -11.28 0.69$ 1.86 1.05$ 19.59 1.71$ 68.27 06/2003
05/2006
4.76$ -1.63 45.66%
5Y -15.26 02/2011
01/2016
0.43$ -7.66 0.67$ 1.29 1.06$ 14.58 1.97$ 40.63 10/2002
09/2007
5.50$ 5.35 46.47%
7Y -10.01 01/1995
12/2001
0.47$ -5.54 0.67$ 0.18 1.01$ 19.21 3.42$ 29.03 06/1999
05/2006
5.95$ 4.47 49.71%
10Y -8.16 01/1989
12/1998
0.42$ -3.54 0.69$ 0.91 1.09$ 14.70 3.93$ 20.77 08/2001
07/2011
6.59$ 1.05 43.51%
15Y -3.20 12/1988
11/2003
0.61$ 0.74 1.11$ 6.39 2.53$ 9.41 3.85$ 11.08 03/1999
02/2014
4.83$ 5.37 8.87%
20Y -0.54 01/1989
12/2008
0.89$ 3.50 1.98$ 6.06 3.24$ 7.58 4.30$ 9.41 11/2001
10/2021
6.04$ 4.67 1.06%
30Y 1.32 01/1989
12/2018
1.48$ 2.08 1.85$ 3.52 2.82$ 4.64 3.89$ 5.13 12/1993
11/2023
4.48$ 4.62 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -60.39 03/2008
02/2009
0.39$ -22.53 0.77$ -3.65 0.96$ 30.25 1.30$ 137.50 06/2005
05/2006
2.37$ -6.36 54.33%
2Y -31.47 01/2007
12/2008
0.46$ -15.43 0.71$ -4.96 0.90$ 25.27 1.56$ 74.68 01/2009
12/2010
3.05$ -10.50 58.66%
3Y -21.03 01/1996
12/1998
0.49$ -13.27 0.65$ -0.82 0.97$ 16.99 1.60$ 62.98 06/2003
05/2006
4.32$ -6.78 53.06%
5Y -16.47 02/2011
01/2016
0.40$ -9.51 0.60$ -1.88 0.90$ 12.27 1.78$ 36.67 10/2002
09/2007
4.76$ 1.20 57.34%
7Y -12.13 01/1995
12/2001
0.40$ -7.42 0.58$ -2.26 0.85$ 16.25 2.86$ 25.53 06/1999
05/2006
4.91$ 0.97 55.52%
10Y -10.96 01/1989
12/1998
0.31$ -5.87 0.54$ -1.54 0.85$ 11.80 3.05$ 17.91 08/2001
07/2011
5.19$ -1.68 56.49%
15Y -5.94 12/1988
11/2003
0.39$ -1.52 0.79$ 4.00 1.80$ 6.94 2.73$ 8.47 01/1999
12/2013
3.38$ 2.77 22.58%
20Y -3.29 01/1989
12/2008
0.51$ 1.11 1.24$ 3.61 2.03$ 4.96 2.63$ 7.02 11/2001
10/2021
3.88$ 2.05 4.26%
30Y -1.15 01/1989
12/2018
0.70$ -0.35 0.90$ 1.00 1.34$ 2.12 1.87$ 2.55 12/1993
11/2023
2.12$ 2.05 23.53%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the United States Copper Index Fund (CPER) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in United States Copper Index Fund (CPER) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
-0.11
60%
2.85
60%
-1.99
40%
1.25
40%
-1.49
40%
-1.58
60%
2.53
60%
-1.77
20%
-2.43
20%
1.80
60%
5.61
80%
2.73
100%
Best 11.0
2023
14.6
2021
4.8
2022
11.4
2021
5.2
2021
10.1
2020
7.0
2023
5.6
2020
0.8
2019
7.1
2021
12.7
2020
5.3
2019
Worst -10.0
2020
-3.1
2023
-12.7
2020
-7.9
2022
-9.4
2019
-14.4
2022
-2.3
2022
-5.2
2023
-6.2
2021
-1.4
2023
-2.3
2021
1.2
2022
Monthly Seasonality over the period Sep 1988 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
-0.59
50%
2.80
60%
-1.34
40%
1.29
50%
-1.70
40%
-0.66
60%
0.96
60%
-1.95
20%
-1.25
30%
0.84
50%
3.11
60%
1.47
70%
Best 11.0
2023
14.6
2021
4.8
2022
11.4
2021
5.2
2021
10.1
2020
7.0
2023
6.2
2017
5.8
2016
7.1
2021
16.9
2016
7.1
2017
Worst -12.3
2015
-3.1
2023
-12.7
2020
-7.9
2022
-9.4
2019
-14.4
2022
-8.7
2015
-6.6
2018
-6.2
2021
-5.1
2018
-11.2
2015
-5.6
2018
Monthly Seasonality over the period Sep 1988 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
-0.29
50%
2.43
61%
1.18
54%
1.34
46%
-1.27
49%
-0.17
57%
2.63
71%
-0.15
46%
-1.19
44%
0.02
42%
1.69
50%
0.62
56%
Best 11.0
2023
19.9
2004
20.5
2009
34.1
2006
13.8
1994
21.7
1999
15.9
2009
18.9
1989
9.3
2004
25.3
1988
19.2
1996
16.1
2010
Worst -12.3
2015
-6.8
2000
-12.7
2020
-12.5
1993
-17.7
1989
-22.4
1996
-11.7
2002
-8.9
1997
-24.9
2011
-36.1
2008
-12.0
2008
-14.1
2008
Monthly Seasonality over the period Sep 1988 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the United States Copper Index Fund (CPER) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

UNITED STATES COPPER INDEX FUND (CPER) ETF
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 August 1988 - 29 February 2024 (~36 years)
192 Positive Months (53%) - 168 Negative Months (47%)
223 Positive Months (52%) - 204 Negative Months (48%)
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(Scroll down to see all data)
Investment Returns, up to December 2011, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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