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History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
After cost version of the DBCMCVPE index
Details
Guide guide
Historical Inception Date 11-May-2009          
Index Live Date 10-May-2016          
Bloomberg Id DBCMCVEN          
Reuters Id .DBCMCVEN          
Return Data
Current Level 206.71    
High 243.23 Low 192.88
Annualized Return (%) -2.16 Volatility 7.04
Sharpe Ratio -0.31 Sortino Ratio -0.25
Max Drawdown (%) -20.70    
Daily Return (%) 0.18 Month-to-Date Return (%) 1.00
3 Month Return (%) -0.51 6 Month Return (%) -5.81
YTD Return (%) -5.05 12 Month Return (%) -7.24
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.16 Average Positive Return (%) 0.79
Number of +ve Months 22 % +ve Months (%) 59.46
Average Negative Return (%) -1.57 Best Month (Oct 2019) (%) 3.27
Maximum Monthly Drawdown (%) -5.18    
Excel + DB Commodity Vol Premium EUR Hedged ERAC Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.07% 2.40%
2017 -0.35% 2.66% 0.51% 0.93% 0.15% 0.64% -0.08% 0.27% 0.38% 0.58% 0.14% -0.13%
2018 0.49% -0.93% 0.34% -1.49% 0.05% -1.37% -0.42% 0.05% -0.82% -0.04% -4.46% -0.71%
2019 0.78% 1.20% 0.30% -0.96% -3.03% 0.32% 0.96% -3.50% -5.18% 3.27% 1.00%
Announcements
No announcements for this index.