Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
The Index tracks a Vol-Controlled exposure to an underlying DB Select index, with the exposure based of the Annualized 22 Business Day Rolling Volatility of the underlying.
Details
Guide
Historical Inception Date 03-Jul-2018          
Index Live Date 03-Jul-2018          
Bloomberg Id DBXEISMI          
Reuters Id N/A          
Return Data
Current Level 87.60    
High 100.84 Low 83.50
Annualized Return (%) -10.40 Volatility 8.11
Sharpe Ratio -1.28 Sortino Ratio -1.78
Max Drawdown (%) -17.20    
Daily Return (%) -0.61 Month-to-Date Return (%) 3.14
3 Month Return (%) -3.90 6 Month Return (%) -6.84
YTD Return (%) -8.29 12 Month Return (%) -7.45
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.84 Average Positive Return (%) 1.63
Number of +ve Months 7 % +ve Months (%) 46.67
Average Negative Return (%) -3.00 Best Month (Apr 2019) (%) 3.58
Maximum Monthly Drawdown (%) -5.30    
Excel + dbSelect IPM Systematic Macro VC Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2018 0.08% -5.11% 0.15% 1.58% -3.10% 2.04%
2019 -0.15% -0.89% -1.69% 3.58% -5.30% 0.84% -3.77% -3.98% 3.15%
Announcements
No announcements for this index.