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Description
N/A
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 3814.76    
High 4017.31 Low 3202.65
Annualized Return (%) 5.70 Volatility 5.46
Sharpe Ratio 0.75 Sortino Ratio 1.06
Max Drawdown (%) -11.95    
Daily Return (%) -0.30 Month-to-Date Return (%) 1.17
3 Month Return (%) 6.14 6 Month Return (%) 6.63
YTD Return (%) 6.89 12 Month Return (%) 4.83
Risk Free Rate (%) 1.62    
Monthly Return Statistics
Average Return (%) 0.47 Average Positive Return (%) 1.61
Number of +ve Months 24 % +ve Months (%) 64.86
Average Negative Return (%) -1.63 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
2016 -0.64% 1.14%
2017 0.75% 2.68% 0.11% 1.27% 1.30% 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% 1.17%
Announcements
No announcements for this index.