Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
N/A
Details
Guide guide
Historical Inception Date 17-Dec-1999          
Index Live Date 03-Sep-2010          
Bloomberg Id DBVEHUT          
Reuters Id .DBVEHUT          
Return Data
Current Level 281.82    
High 281.82 Low 233.80
Annualized Return (%) 1.77 Volatility 13.70
Sharpe Ratio 0.10 Sortino Ratio 0.08
Max Drawdown (%) -16.71    
Daily Return (%) 0.29 Month-to-Date Return (%) 1.40
3 Month Return (%) 3.07 6 Month Return (%) 6.90
YTD Return (%) 6.88 12 Month Return (%) 7.81
Risk Free Rate (%) 0.38    
Monthly Return Statistics
Average Return (%) 0.15 Average Positive Return (%) 0.79
Number of +ve Months 25 % +ve Months (%) 67.57
Average Negative Return (%) -1.19 Best Month (Jun 2016) (%) 2.08
Maximum Monthly Drawdown (%) -3.87    
Excel + Volatility Arbitrage SP500 TR Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2014 0.38% -0.01% -2.75% -0.11% -1.73%
2015 1.06% 0.51% -1.10% 1.40% 0.36% -0.47% 1.30% -3.87% 1.88% -2.69% 0.40% 0.58%
2016 -0.61% 0.11% -0.30% 0.40% 0.63% 2.08% 0.25% 0.93% -0.44% -0.15% 0.57% 0.28%
2017 0.27% 0.39% 0.71% 1.03% 1.59% 0.93% 0.37% 1.40%
Announcements
No announcements for this index.