Currency / Return Type: Report Frequency: Category:    
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 177.90    
High 243.23 Low 160.08
Annualized Return (%) -9.01 Volatility 10.94
Sharpe Ratio -0.82 Sortino Ratio -0.66
Max Drawdown (%) -34.19    
Daily Return (%) -0.31 Month-to-Date Return (%) 2.61
3 Month Return (%) -11.36 6 Month Return (%) -13.47
YTD Return (%) -15.37 12 Month Return (%) -18.86
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.73 Average Positive Return (%) 0.84
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -2.22 Best Month (Oct 2019) (%) 3.27
Maximum Monthly Drawdown (%) -10.88    
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
2017 -0.47% 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% 0.45% 2.25%
2020 -1.44% -3.13% -10.88% -3.06% 2.61%
Announcements
No announcements for this index.