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Description
Deutsche Bank Commodity Strategy 57 USD ER Index
Details
Guide Description
Historical Inception Date 03-Jan-2002          
Index Live Date 22-Nov-2018          
Bloomberg Id DBRCNDUN          
Reuters Id N/A          
Return Data
Current Level 131.28    
High 134.25 Low 131.28
Annualized Return (%) -0.19 Volatility 0.68
Sharpe Ratio -0.28 Sortino Ratio -0.42
Max Drawdown (%) -2.21    
Daily Return (%) -0.21 Month-to-Date Return (%) -0.18
3 Month Return (%) -0.82 6 Month Return (%) -1.68
YTD Return (%) -1.85 12 Month Return (%) -1.94
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.02 Average Positive Return (%) 0.13
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -0.19 Best Month (Feb 2018) (%) 0.30
Maximum Monthly Drawdown (%) -0.57    
Excel + Deutsche Bank Commodity Strategy 57 USD ER Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.01% 0.09% 0.08% 0.07%
2017 0.19% 0.19% 0.04% 0.24% -0.02% 0.10% 0.12% 0.20% -0.08% -0.08% 0.21% -0.06%
2018 0.04% 0.02% 0.09% -0.16% 0.24% -0.27% 0.22% -0.05% -0.13% 0.03% -0.31% 0.30%
2019 -0.27% 0.13% -0.25% -0.19% -0.45% -0.04% -0.06% -0.57% -0.18%
Announcements
No announcements for this index.