Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
The index invests in a futures spread of an individual commodity and rolls the spread based on a fixed schedule
Details
Guide
Historical Inception Date 13-Feb-2015          
Index Live Date 23-Sep-2015          
Bloomberg Id N/A          
Reuters Id N/A          
Return Data
Current Level 211.40    
High 223.69 Low 187.72
Annualized Return (%) 0.82 Volatility 8.82
Sharpe Ratio 0.09 Sortino Ratio 0.10
Max Drawdown (%) -12.28    
Daily Return (%) -0.23 Month-to-Date Return (%) -2.74
3 Month Return (%) 8.37 6 Month Return (%) 8.63
YTD Return (%) 10.63 12 Month Return (%) 4.92
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.10 Average Positive Return (%) 1.57
Number of +ve Months 16 % +ve Months (%) 43.24
Average Negative Return (%) -1.03 Best Month (Mar 2020) (%) 14.01
Maximum Monthly Drawdown (%) -2.74    
Excel + DB Brent Crude CSA Base Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 0.31% 1.12% -1.12% -0.66% -1.79% 0.19% 0.26% -0.42%
2018 0.33% -0.72% -0.13% -0.20% 1.92% -0.54% 2.55% 0.08% 0.00% 0.83% -0.70% 0.74%
2019 -0.90% -0.08% -1.10% -1.22% -1.26% -0.31% -1.13% -1.06% -1.37% 0.37% 0.36% -1.81%
2020 0.89% 1.19% 14.01% -2.27% -2.74%
Announcements
No announcements for this index.