Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
The index invests in a futures spread of an individual commodity and rolls the spread based on a fixed schedule
Details
Guide
Historical Inception Date 13-Feb-2015          
Index Live Date 23-Sep-2015          
Bloomberg Id N/A          
Reuters Id N/A          
Return Data
Current Level 116.71    
High 117.69 Low 115.39
Annualized Return (%) 0.19 Volatility 1.07
Sharpe Ratio 0.18 Sortino Ratio 0.25
Max Drawdown (%) -1.96    
Daily Return (%) 0.01 Month-to-Date Return (%) 0.20
3 Month Return (%) 0.23 6 Month Return (%) 0.22
YTD Return (%) 0.14 12 Month Return (%) 0.02
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.02 Average Positive Return (%) 0.21
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -0.21 Best Month (Jan 2019) (%) 0.56
Maximum Monthly Drawdown (%) -0.55    
Excel + DB Copper Grade A CSA Base Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 -0.02% 0.08% 0.53% 0.18% 0.19% -0.23% 0.16% 0.17%
2018 0.23% 0.02% -0.02% 0.04% -0.30% -0.13% 0.17% -0.29% -0.36% -0.55% -0.31% 0.43%
2019 0.56% -0.11% -0.12% 0.33% -0.11% -0.20% 0.15% -0.23% 0.03% 0.27% -0.18% 0.09%
2020 -0.17% 0.08% -0.22% 0.25% 0.20%
Announcements
No announcements for this index.