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 DBRCOHLL          
Reuters Id N/A          
Return Data
Current Level 136.05    
High 136.29 Low 133.17
Annualized Return (%) 0.56 Volatility 1.61
Sharpe Ratio 0.35 Sortino Ratio 0.43
Max Drawdown (%) -1.48    
Daily Return (%) 0.03 Month-to-Date Return (%) 0.04
3 Month Return (%) 0.84 6 Month Return (%) 1.15
YTD Return (%) 0.78 12 Month Return (%) 0.87
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.05 Average Positive Return (%) 0.26
Number of +ve Months 22 % +ve Months (%) 59.46
Average Negative Return (%) -0.26 Best Month (Jul 2017) (%) 1.00
Maximum Monthly Drawdown (%) -0.81    
Excel + db Commodity MPB Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 0.04% -0.26% 1.00% 0.14% -0.59% 0.63% -0.81% 0.47%
2018 -0.49% 0.28% -0.19% 0.00% 0.21% -0.16% 0.34% 0.08% -0.06% -0.28% -0.07% 0.21%
2019 0.24% 0.00% 0.25% 0.05% -0.33% 0.03% -0.10% -0.25% 0.00% 0.07% 0.11% 0.38%
2020 -0.30% 0.23% -0.04% 0.83% 0.04%
Announcements
No announcements for this index.