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 165.08    
High 177.21 Low 163.27
Annualized Return (%) -1.32 Volatility 4.25
Sharpe Ratio -0.31 Sortino Ratio -0.45
Max Drawdown (%) -7.86    
Daily Return (%) 0.01 Month-to-Date Return (%) 0.09
3 Month Return (%) -2.04 6 Month Return (%) -1.50
YTD Return (%) -2.80 12 Month Return (%) -1.54
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.10 Average Positive Return (%) 0.68
Number of +ve Months 15 % +ve Months (%) 40.54
Average Negative Return (%) -0.64 Best Month (Feb 2018) (%) 2.26
Maximum Monthly Drawdown (%) -1.85    
Excel + DB Zinc CSA Base Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.12% 0.11%
2017 0.19% -0.08% 0.87% -0.36% 0.13% -0.26% 0.73% -0.11% -0.19% -1.37% 1.98% -0.73%
2018 0.97% -0.32% 0.46% 0.34% 0.00% -1.22% -0.24% -0.47% -1.85% -0.48% -1.53% 2.26%
2019 -1.35% 0.31% -0.09% -0.45% -0.77% 1.26% 0.43% -0.33% -1.09% -0.82% 0.08%
Announcements
No announcements for this index.