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 N/A          
Reuters Id N/A          
Return Data
Current Level 182.33    
High 192.77 Low 169.29
Annualized Return (%) 2.46 Volatility 5.84
Sharpe Ratio 0.42 Sortino Ratio 0.62
Max Drawdown (%) -6.25    
Daily Return (%) -0.62 Month-to-Date Return (%) -0.77
3 Month Return (%) 0.20 6 Month Return (%) -2.26
YTD Return (%) -2.33 12 Month Return (%) -0.42
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.21 Average Positive Return (%) 1.28
Number of +ve Months 21 % +ve Months (%) 56.76
Average Negative Return (%) -1.20 Best Month (Jan 2017) (%) 3.59
Maximum Monthly Drawdown (%) -4.08    
Excel + db Commodity LC Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 1.27% 3.21% 1.69% -1.06% 3.59% -2.11%
2018 1.58% 0.41% -0.70% -1.44% -0.37% 0.08% -0.62% 1.01% 1.09% 0.78% -1.21% 0.87%
2019 -1.82% 0.63% 1.51% 0.05% -1.22% 0.42% -0.08% 0.46% 2.37% -0.93% -0.18% 0.65%
2020 -2.00% 1.44% -0.65% 2.42% -4.08% 1.43% -0.77%
Announcements
No announcements for this index.