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 17-Dec-1999          
Bloomberg Id DBVEHUT          
Reuters Id .DBVEHUT          
Return Data
Current Level 269.78    
High 280.70 Low 233.80
Annualized Return (%) 0.85 Volatility 13.75
Sharpe Ratio 0.04 Sortino Ratio 0.03
Max Drawdown (%) -16.71    
Daily Return (%) 0.20 Month-to-Date Return (%) 0.93
3 Month Return (%) 2.17 6 Month Return (%) 2.70
YTD Return (%) 2.32 12 Month Return (%) 6.67
Risk Free Rate (%) 0.28    
Monthly Return Statistics
Average Return (%) 0.08 Average Positive Return (%) 0.78
Number of +ve Months 23 % +ve Months (%) 62.16
Average Negative Return (%) -1.07 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 0.11% 1.10% -0.07% -0.72% 1.59% -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% 0.93%
Announcements
No announcements for this index.