Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
N/A
Details
Guide publication guide
Historical Inception Date 25-Jan-2007          
Index Live Date 17-Nov-2014          
Bloomberg Id DBCMGS22          
Reuters Id N/A          
Return Data
Current Level 249.31    
High 274.31 Low 239.43
Annualized Return (%) -0.50 Volatility 5.48
Sharpe Ratio -0.09 Sortino Ratio -0.09
Max Drawdown (%) -12.72    
Daily Return (%) -0.05 Month-to-Date Return (%) 0.13
3 Month Return (%) 3.16 6 Month Return (%) -1.18
YTD Return (%) -2.38 12 Month Return (%) -1.59
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.03 Average Positive Return (%) 0.84
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -0.86 Best Month (Oct 2019) (%) 3.36
Maximum Monthly Drawdown (%) -3.51    
Excel + DB Commodity Gold Short Vol 2 Sub Index 2 Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.63% -0.03%
2017 -0.39% 1.35% 2.25% 0.21% 0.39% 1.61% 0.14% -0.46% 0.71% 0.87% -0.14% -0.08%
2018 0.61% -0.47% -1.24% -1.13% 0.92% -1.01% -0.23% -0.16% -0.31% -2.71% 0.06% -0.37%
2019 0.24% 1.34% -2.30% 0.06% -1.34% -3.51% 0.22% -0.11% -0.33% 3.36% 0.13%
Announcements
No announcements for this index.