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 140.44    
High 176.63 Low 129.86
Annualized Return (%) -3.38 Volatility 9.48
Sharpe Ratio -0.36 Sortino Ratio -0.40
Max Drawdown (%) -26.48    
Daily Return (%) -0.33 Month-to-Date Return (%) 1.58
3 Month Return (%) 8.14 6 Month Return (%) -10.09
YTD Return (%) -11.50 12 Month Return (%) -10.80
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.24 Average Positive Return (%) 1.71
Number of +ve Months 17 % +ve Months (%) 45.95
Average Negative Return (%) -1.90 Best Month (Sep 2017) (%) 7.50
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
2017 -6.61% 7.50% 0.21% 1.57% -0.10%
2018 -0.03% 0.90% 3.14% 0.78% 2.53% -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% 1.58%
Announcements
No announcements for this index.