Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
The Emerging Market Liquid Eurobond Index (EMLE Index) developed by Deutsche Bank's Index group has been created to track the performance of the benchmark emerging markets eurobonds. The index is denominated in and hedged back to euros. For further information regarding the EMLE Index, please refer to the brochure. 12-Nov-13 Change to Index Rules - From 12-Nov-13, the definition of Annual Rebalancing Date for the Emerging Market Liquid Eurobond Index shall be amended to read as follows: ""Annual Rebalancing Date"" means each 31st December, beginning with and including the Index Commencement Date to and including 31st December 2012 and thereafter, each 31st January, beginning with and including 31st January 2014. This has been done to enhance the price determination process as there maybe limited liquidity on the current Annual Rebalancing Date (31 December). Deutsche Bank AG, as index sponsor of the Emerging Market Liquid Eurobond family of indices published on Bloomberg Screen Pages DBNELQVL, DBNELQ4L, DBNELQKL, DBNEUHJP, DBNEHGJP, DBNEUHUS, DBNEHGUS, DBNEUHCD, DBNEUHSK, DBNEUHNK, DBNEUHAD, DBNEHGCD, DBNEHGSK, DBNEHGNK, DBNEHGAD, DBNEHGDK, DBNEUHDK, DBNEUHGP, DBNEHGGP, announces that for the period 31-Oct-2013 to 08-Nov-2013 it corrected the historic Index Levels due to a technical error. Due to an error in the selection process on 31st Jan 2014 a correction has been made increasing the level for the 3rd Feb 2014 by 0.03%
Details
Guide publication
Historical Inception Date 01-Jan-2001          
Index Live Date 01-Jan-2001          
Bloomberg Id DBNELQKL          
Reuters Id .DBNELQKL          
Return Data
Current Level 351.52    
High 366.38 Low 298.30
Annualized Return (%) 2.95 Volatility 6.06
Sharpe Ratio 0.56 Sortino Ratio 0.54
Max Drawdown (%) -16.62    
Daily Return (%) 0.05 Month-to-Date Return (%) 0.65
3 Month Return (%) -3.29 6 Month Return (%) -1.51
YTD Return (%) -3.87 12 Month Return (%) -3.10
Risk Free Rate (%) -0.44    
Monthly Return Statistics
Average Return (%) 0.26 Average Positive Return (%) 1.35
Number of +ve Months 25 % +ve Months (%) 67.57
Average Negative Return (%) -2.00 Best Month (May 2020) (%) 3.91
Maximum Monthly Drawdown (%) -9.22    
Excel + Emerging Markets Liquid Eurobond Euro Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2018 1.01%
2019 2.69% 0.75% 0.97% -0.77% 0.45% 3.87% 1.16% -2.84% 0.00% 0.09% -0.66% 1.30%
2020 1.24% -1.44% -9.22% 0.81% 3.91% 2.55% 2.02% 0.86% -0.46% 0.66% 3.12% 1.46%
2021 -0.52% -2.50% -1.62% 1.35% 0.86% 0.59% 0.45% 0.85% -2.10% -0.75% -1.12% 0.65%
Announcements
Due to an error in the selection process on 31st Jan 2014 a correction has been made increasing the level for the 3rd Feb 2014 by 0.03%.