Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
N/A
Details
Guide View
Historical Inception Date 17-Dec-1999    
Index Live Date 17-Dec-1999    
Bloomberg Id DBVEHUT    
Reuters Id .DBVEHUT    
Return Data
Current Level 257.66    
High 280.70 Low 233.80
Annualized Return (%) -0.80 Volatility 13.92
Sharpe Ratio -0.07 Sortino Ratio -0.06
Max Drawdown (%) -16.71    
Daily Return (%) -0.20 Month-to-Date Return (%) 1.19
3 Month Return (%) 2.20 6 Month Return (%) 1.43
YTD Return (%) 1.41 12 Month Return (%) -2.73
Risk Free Rate (%) 0.15    
Monthly Return Statistics
Average Return (%) -0.06 Average Positive Return (%) 0.84
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -1.01 Best Month (Sep 2015) (%) 1.88
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
2013 0.96% -0.64% 0.72% -1.31% -0.19% 0.36% -0.14%
2014 -1.02% 0.33% 1.16% -0.42% 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% 1.19%
Announcements
No announcements for this index.