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 458.10    
High 479.41 Low 426.07
Annualized Return (%) 2.00 Volatility 5.77
Sharpe Ratio 0.35 Sortino Ratio 0.42
Max Drawdown (%) -10.90    
Daily Return (%) -0.06 Month-to-Date Return (%) 1.04
3 Month Return (%) 3.36 6 Month Return (%) -0.99
YTD Return (%) -2.77 12 Month Return (%) -0.59
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.17 Average Positive Return (%) 1.26
Number of +ve Months 22 % +ve Months (%) 59.46
Average Negative Return (%) -1.42 Best Month (Feb 2018) (%) 2.87
Maximum Monthly Drawdown (%) -3.36    
Excel + DB WTI Crude CSA Base Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.43% 1.50%
2017 -0.55% -1.03% 0.51% -0.25% -1.17% 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% 1.04%
Announcements
No announcements for this index.