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 262.81    
High 287.82 Low 236.46
Annualized Return (%) -2.34 Volatility 11.52
Sharpe Ratio -0.21 Sortino Ratio -0.18
Max Drawdown (%) -17.84    
Daily Return (%) 0.06 Month-to-Date Return (%) -0.62
3 Month Return (%) -1.19 6 Month Return (%) 0.80
YTD Return (%) -0.17 12 Month Return (%) -0.54
Risk Free Rate (%) 0.11    
Monthly Return Statistics
Average Return (%) -0.18 Average Positive Return (%) 0.84
Number of +ve Months 17 % +ve Months (%) 45.95
Average Negative Return (%) -1.05 Best Month (May 2012) (%) 2.17
Maximum Monthly Drawdown (%) -6.05    
Excel + Volatility Arbitrage SP500 TR Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2011 -0.34% 0.69% 0.95% -2.64% -6.05% 1.65% -0.54% 0.29% 0.09%
2012 -0.07% 1.48% -1.19% 0.44% 2.17% -1.69% -1.34% 1.57% -0.31% -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% -0.62%
Announcements
No announcements for this index.