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 494.93    
High 593.80 Low 406.77
Annualized Return (%) -3.43 Volatility 17.34
Sharpe Ratio -0.20 Sortino Ratio -0.24
Max Drawdown (%) -31.50    
Daily Return (%) 0.31 Month-to-Date Return (%) -0.75
3 Month Return (%) -7.69 6 Month Return (%) -10.94
YTD Return (%) -10.94 12 Month Return (%) -8.39
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.12 Average Positive Return (%) 4.30
Number of +ve Months 17 % +ve Months (%) 45.95
Average Negative Return (%) -3.88 Best Month (Aug 2018) (%) 17.70
Maximum Monthly Drawdown (%) -13.30    
Excel + db Commodity LH Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 -1.18% 2.39% 1.75% -2.34% 5.38% -2.37%
2018 0.18% 3.51% -5.78% 2.49% -5.97% -8.77% -1.54% 17.70% -8.45% -1.34% -1.79% 4.15%
2019 -2.81% 5.47% 3.05% 2.87% -3.12% -1.30% -4.61% 3.73% -0.94% 2.62% 1.43% 0.27%
2020 1.71% -0.25% -1.88% -13.30% -9.16% 14.43% -0.75%
Announcements
No announcements for this index.