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Description
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Details
Guide legal guide
Historical Inception Date 04-Apr-1996          
Index Live Date 13-Mar-2015          
Bloomberg Id DBGLS2U5          
Reuters Id .DBGLS2U5          
Return Data
Current Level 3587.40    
High 4017.31 Low 3440.52
Annualized Return (%) 1.40 Volatility 5.72
Sharpe Ratio -0.05 Sortino Ratio -0.06
Max Drawdown (%) -13.22    
Daily Return (%) -0.05 Month-to-Date Return (%) 0.84
3 Month Return (%) -1.73 6 Month Return (%) -6.16
YTD Return (%) -7.12 12 Month Return (%) 0.75
Risk Free Rate (%) 1.67    
Monthly Return Statistics
Average Return (%) 0.14 Average Positive Return (%) 1.57
Number of +ve Months 22 % +ve Months (%) 59.46
Average Negative Return (%) -1.97 Best Month (Jun 2019) (%) 4.61
Maximum Monthly Drawdown (%) -4.91    
Excel + CROCI Sectors II 5.5% Volatility Control Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 0.27% 1.84% 1.95% 0.66% 2.74% 1.60% 1.21% 0.87%
2018 3.24% -2.24% -1.20% 0.09% -0.61% -1.14% 1.63% -0.41% 0.68% -4.91% 0.52% -2.74%
2019 2.94% -0.17% -0.56% 0.92% -3.90% 4.61% -0.46% -2.27% 1.62% 3.08% 1.38% 1.04%
2020 -2.74% -2.82% -3.36% 0.85% 0.84%
Announcements
No announcements for this index.