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 285.64    
High 286.58 Low 233.80
Annualized Return (%) 2.27 Volatility 13.57
Sharpe Ratio 0.13 Sortino Ratio 0.11
Max Drawdown (%) -16.71    
Daily Return (%) 0.03 Month-to-Date Return (%) -0.20
3 Month Return (%) 3.24 6 Month Return (%) 6.04
YTD Return (%) 8.33 12 Month Return (%) 8.60
Risk Free Rate (%) 0.44    
Monthly Return Statistics
Average Return (%) 0.19 Average Positive Return (%) 0.84
Number of +ve Months 25 % +ve Months (%) 67.57
Average Negative Return (%) -1.16 Best Month (Aug 2017) (%) 2.53
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 -2.28% -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% 2.53% 0.43% -0.20%
Announcements
No announcements for this index.