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 257.65    
High 280.70 Low 233.80
Annualized Return (%) -1.46 Volatility 13.89
Sharpe Ratio -0.11 Sortino Ratio -0.09
Max Drawdown (%) -16.71    
Daily Return (%) 1.51 Month-to-Date Return (%) 1.51
3 Month Return (%) -1.75 6 Month Return (%) -0.99
YTD Return (%) 0.58 12 Month Return (%) -4.00
Risk Free Rate (%) 0.11    
Monthly Return Statistics
Average Return (%) -0.11 Average Positive Return (%) 0.86
Number of +ve Months 16 % +ve Months (%) 43.24
Average Negative Return (%) -0.86 Best Month (Aug 2014) (%) 1.59
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
2012 -0.49% -0.90% -0.73% -0.08%
2013 -0.62% 0.10% 0.80% -0.57% 0.17% 1.33% -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% 1.51%
Announcements
No announcements for this index.