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 151.34    
High 153.81 Low 149.57
Annualized Return (%) -0.23 Volatility 1.48
Sharpe Ratio -0.16 Sortino Ratio -0.19
Max Drawdown (%) -2.76    
Daily Return (%) 0.13 Month-to-Date Return (%) 0.48
3 Month Return (%) -0.62 6 Month Return (%) -0.56
YTD Return (%) -1.25 12 Month Return (%) -0.99
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.02 Average Positive Return (%) 0.15
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -0.20 Best Month (Jan 2019) (%) 0.48
Maximum Monthly Drawdown (%) -1.55    
Excel + DB Nickel CSA Base Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.09% -0.02%
2017 0.22% -0.04% 0.12% 0.01% -0.07% 0.03% 0.00% 0.16% 0.37% -0.42% 0.03% -0.15%
2018 -0.17% -0.03% 0.03% 0.02% 0.13% 0.13% 0.40% -0.13% -0.03% -0.37% 0.07% 0.20%
2019 -0.13% 0.03% 0.05% -0.08% -0.21% -0.04% 0.30% -1.55% -0.01% -0.08% 0.48%
Announcements
No announcements for this index.