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Description
CROCI Sectors II USD PR
Details
Guide guide
Historical Inception Date 01-Feb-1996          
Index Live Date 31-Mar-2005          
Bloomberg Id DBGLS2UP          
Reuters Id .DBGLS2UP          
Return Data
Current Level 14621.10    
High 19016.56 Low 10795.27
Annualized Return (%) -2.86 Volatility 18.03
Sharpe Ratio -0.16 Sortino Ratio -0.17
Max Drawdown (%) -43.23    
Daily Return (%) 0.66 Month-to-Date Return (%) 1.65
3 Month Return (%) 11.44 6 Month Return (%) -15.37
YTD Return (%) -15.09 12 Month Return (%) 1.74
Risk Free Rate (%) 0.0    
Monthly Return Statistics
Average Return (%) -0.06 Average Positive Return (%) 3.88
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -4.70 Best Month (Jun 2019) (%) 10.21
Maximum Monthly Drawdown (%) -18.92    
Excel + CROCI Sectors II USD PR Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 1.10% 3.35% 1.93% 1.96% 1.49%
2018 5.30% -5.24% -2.93% -0.07% -1.65% -1.84% 3.33% -0.84% 1.55% -11.82% 1.09% -8.42%
2019 9.68% -0.77% -1.97% 2.04% -8.12% 10.21% -1.31% -4.22% 4.86% 7.22% 3.28% 2.00%
2020 -3.40% -8.14% -18.92% 8.62% 6.09% -0.20% 0.95% 1.65%
Announcements
No announcements for this index.