Invesco DB Commodity Index Tracking Fund x Commodity Correlations
Historical price and correlation data
This multi-factor forecast for Paypal Holdings (PYPL) is based on a weighted average of five factor-dervied forecasts.Backtest PYPL
Commodity Pearson CorrelationsAll Correlation Visualizations
About Heat Map Colors
The X-axis displays trading days by date, and the Y-axis contains different n-day average correlation look back periods. For example, The 180-day average of Pearson correlation value calculated on a specific date appears on the heat map at the intersection of Y-coordinate "180" and X-coordinate of the specific date.
DBC seeks to track changes in the level of DBIQ Optimum Yield's Commodity Index. The fund's portfolio includes: exchange-traded futures on Light Sweet Crude Oil (WTI), Heating Oil, RBOB Gasoline Natural Gas Brent Crude Oil; Gold , Silver, Aluminum, Zinc, Copper (Grade A), Corn, Wheat, Soybeans and Sugar.