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 DBRCWSUE          
Reuters Id N/A          
Return Data
Current Level 582.91    
High 631.83 Low 426.07
Annualized Return (%) 10.70 Volatility 11.95
Sharpe Ratio 0.90 Sortino Ratio 1.09
Max Drawdown (%) -13.10    
Daily Return (%) 0.16 Month-to-Date Return (%) -6.20
3 Month Return (%) 23.21 6 Month Return (%) 26.23
YTD Return (%) 26.86 12 Month Return (%) 25.82
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.90 Average Positive Return (%) 2.55
Number of +ve Months 23 % +ve Months (%) 62.16
Average Negative Return (%) -1.80 Best Month (Mar 2020) (%) 21.12
Maximum Monthly Drawdown (%) -6.20    
Excel + DB WTI Crude CSA Base Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 -0.16% 1.11% -1.59% 2.55% -2.05% 0.38% 0.20% 1.28%
2018 0.05% -1.10% 1.25% 1.33% 1.56% -3.36% 2.28% 0.51% 1.57% 1.64% -0.87% 2.87%
2019 -1.22% 2.49% -2.02% -0.91% -1.41% -1.12% 0.76% -2.63% 0.09% 2.27% 1.92% -0.56%
2020 2.03% 0.91% 21.12% 8.45% -6.20%
Announcements
No announcements for this index.