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Description
N/A
Details
Guide guide
Historical Inception Date 14-Dec-2006          
Index Live Date 17-Nov-2014          
Bloomberg Id DBCMWS22          
Reuters Id N/A          
Return Data
Current Level 125.18    
High 246.24 Low 90.48
Annualized Return (%) -18.61 Volatility 38.63
Sharpe Ratio -0.48 Sortino Ratio -0.31
Max Drawdown (%) -63.26    
Daily Return (%) -0.18 Month-to-Date Return (%) -0.32
3 Month Return (%) -24.10 6 Month Return (%) -25.89
YTD Return (%) -27.72 12 Month Return (%) -44.47
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -1.47 Average Positive Return (%) 2.20
Number of +ve Months 17 % +ve Months (%) 45.95
Average Negative Return (%) -4.58 Best Month (Oct 2019) (%) 7.17
Maximum Monthly Drawdown (%) -23.54    
Excel + DB Commodity WTI Short Volatility II Sub Index II Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 -0.78% -1.47% -0.49% 2.18% 1.90% 2.28% 1.36% 0.35%
2018 0.56% -3.05% -1.73% -4.07% -1.47% -3.09% 1.81% 1.46% -0.01% 0.10% -4.71% 0.48%
2019 4.32% 4.35% 1.34% -1.33% -6.36% 2.51% 2.74% -8.40% -23.54% 7.17% -1.40% 2.52%
2020 -3.76% -1.05% -3.97% -20.70% -0.33%
Announcements
No announcements for this index.