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 DBRCOHXB          
Reuters Id N/A          
Return Data
Current Level 134.61    
High 176.63 Low 128.91
Annualized Return (%) -7.37 Volatility 9.56
Sharpe Ratio -0.77 Sortino Ratio -0.85
Max Drawdown (%) -27.02    
Daily Return (%) 0.14 Month-to-Date Return (%) 0.28
3 Month Return (%) 3.09 6 Month Return (%) -4.29
YTD Return (%) 0.19 12 Month Return (%) -1.14
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.59 Average Positive Return (%) 1.19
Number of +ve Months 16 % +ve Months (%) 43.24
Average Negative Return (%) -1.95 Best Month (Jan 2019) (%) 3.32
Maximum Monthly Drawdown (%) -9.21    
Excel + db Commodity RB Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2018 0.92% -0.08% -0.54% 0.75% 0.48% 1.65% -1.19% -2.34%
2019 3.32% -1.68% -3.38% -1.58% -1.89% -0.38% -0.18% -0.18% 0.10% -1.58% 1.47% 0.05%
2020 -1.67% -1.50% 2.68% -9.21% -3.35% -0.44% 0.28% 2.74% -0.34% -0.62% 0.69% -5.15%
2021 -3.56% 1.32% 1.17% 1.06% 0.28%
Announcements
No announcements for this index.