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History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
DB Equity Momentum Factor 2.0_Gross Index
Details
Guide
Historical Inception Date 01-Feb-2018          
Index Live Date 25-Sep-2017          
Bloomberg Id N/A          
Reuters Id N/A          
Return Data
Current Level 2738.72    
High 3031.22 Low 2629.85
Annualized Return (%) 1.41 Volatility 8.27
Sharpe Ratio -0.08 Sortino Ratio -0.10
Max Drawdown (%) -11.37    
Daily Return (%) -0.08 Month-to-Date Return (%) -1.99
3 Month Return (%) -9.06 6 Month Return (%) -1.31
YTD Return (%) 0.34 12 Month Return (%) -0.90
Risk Free Rate (%) 2.05    
Monthly Return Statistics
Average Return (%) 0.14 Average Positive Return (%) 2.54
Number of +ve Months 8 % +ve Months (%) 38.10
Average Negative Return (%) -1.33 Best Month (May 2019) (%) 5.58
Maximum Monthly Drawdown (%) -5.88    
Excel + DB Equity Momentum Factor 2.0_Gross Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2018 -0.40% -0.31% 2.84% 1.45% -1.34% 3.71% -0.65% -1.28% -0.99% -0.88%
2019 -0.02% -0.03% 1.67% -2.65% 5.58% 0.38% 0.55% 4.15% -5.88% -0.93% -1.99%
Announcements
No announcements for this index.