Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
N/A
Details
Guide
Historical Inception Date 14-Apr-1999          
Index Live Date 11-Nov-2011          
Bloomberg Id DBRCOHKC          
Reuters Id N/A          
Return Data
Current Level 163.55    
High 172.48 Low 156.78
Annualized Return (%) -1.37 Volatility 3.28
Sharpe Ratio -0.42 Sortino Ratio -0.43
Max Drawdown (%) -9.10    
Daily Return (%) -0.03 Month-to-Date Return (%) 0.80
3 Month Return (%) -1.41 6 Month Return (%) -1.26
YTD Return (%) -2.45 12 Month Return (%) -1.58
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.11 Average Positive Return (%) 0.33
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -0.63 Best Month (Feb 2019) (%) 1.21
Maximum Monthly Drawdown (%) -2.72    
Excel + db Commodity KC Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 0.00% 0.03% 0.18% 0.44% 0.05% 0.07% -0.46% 0.32%
2018 -0.12% -0.73% -0.12% -0.28% 0.18% -0.01% -0.47% -0.55% 0.15% 0.61% 0.50% 0.23%
2019 0.09% -0.51% -0.36% -1.37% -0.09% 0.98% 0.15% -1.01% 0.14% -0.86% 0.01% 1.21%
2020 -0.23% -0.82% -2.72% 0.53% 0.80%
Announcements
No announcements for this index.