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 195.24    
High 211.89 Low 187.72
Annualized Return (%) -1.75 Volatility 4.42
Sharpe Ratio -0.40 Sortino Ratio -0.45
Max Drawdown (%) -11.41    
Daily Return (%) 0.00 Month-to-Date Return (%) 0.69
3 Month Return (%) -1.10 6 Month Return (%) -3.14
YTD Return (%) -7.15 12 Month Return (%) -6.97
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.14 Average Positive Return (%) 0.76
Number of +ve Months 16 % +ve Months (%) 43.24
Average Negative Return (%) -0.82 Best Month (Jul 2018) (%) 2.55
Maximum Monthly Drawdown (%) -1.79    
Excel + DB Brent Crude CSA Base Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -1.15% 0.73%
2017 -1.00% -0.33% 0.79% 1.26% 0.24% 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% 0.69%
Announcements
No announcements for this index.