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 DBRCOHLA          
Reuters Id N/A          
Return Data
Current Level 161.99    
High 171.77 Low 161.91
Annualized Return (%) -0.58 Volatility 3.41
Sharpe Ratio -0.17 Sortino Ratio -0.19
Max Drawdown (%) -5.74    
Daily Return (%) 0.05 Month-to-Date Return (%) -0.40
3 Month Return (%) -1.30 6 Month Return (%) -1.82
YTD Return (%) -1.95 12 Month Return (%) -1.21
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.05 Average Positive Return (%) 0.44
Number of +ve Months 16 % +ve Months (%) 43.24
Average Negative Return (%) -0.42 Best Month (Feb 2018) (%) 0.85
Maximum Monthly Drawdown (%) -2.90    
Excel + db Commodity MAL Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.23% -0.02%
2017 0.48% 0.23% 0.40% 0.31% -0.07% 0.46% 0.75% 0.38% 0.85% 0.09% 0.50% -0.25%
2018 -0.29% -0.50% 0.37% -2.90% -0.10% -1.18% -0.11% -0.08% -0.36% 0.80% -0.09% 0.85%
2019 -0.34% 0.41% 0.08% -0.07% -0.07% 0.13% -0.52% -0.47% -0.49% -0.23% -0.40%
Announcements
No announcements for this index.