Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
N/A
Details
Guide guide
Historical Inception Date 11-Dec-2007          
Index Live Date 14-Jul-2014          
Bloomberg Id DBCMBS12          
Reuters Id N/A          
Return Data
Current Level 315.01    
High 340.27 Low 213.53
Annualized Return (%) -1.00 Volatility 23.91
Sharpe Ratio -0.04 Sortino Ratio -0.03
Max Drawdown (%) -37.25    
Daily Return (%) 1.11 Month-to-Date Return (%) 0.23
3 Month Return (%) 12.99 6 Month Return (%) 30.86
YTD Return (%) 16.07 12 Month Return (%) 32.47
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.08 Average Positive Return (%) 3.04
Number of +ve Months 23 % +ve Months (%) 62.16
Average Negative Return (%) -4.79 Best Month (Apr 2020) (%) 12.45
Maximum Monthly Drawdown (%) -19.76    
Excel + DB Commodity Brent Short Vol sub index 1 Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 0.44% 2.05% 1.68% -0.23%
2018 0.75% -3.15% -0.53% -1.89% -1.07% -0.95% -2.84% 1.69% 1.00% 0.59% -7.76% 1.53%
2019 2.44% 2.97% 3.10% -1.81% -7.07% 3.57% 3.24% -5.45% -19.76% 8.87% 0.67% 3.87%
2020 2.93% -2.02% -12.48% 12.45% 4.91% 0.41% 1.67% 8.93% 0.23%
Announcements
No announcements for this index.