Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
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 15627.26    
High 19016.56 Low 13272.24
Annualized Return (%) 3.67 Volatility 11.41
Sharpe Ratio 0.19 Sortino Ratio 0.24
Max Drawdown (%) -30.21    
Daily Return (%) 0.23 Month-to-Date Return (%) 7.48
3 Month Return (%) 7.51 6 Month Return (%) 3.11
YTD Return (%) 12.00 12 Month Return (%) -4.56
Risk Free Rate (%) 1.54    
Monthly Return Statistics
Average Return (%) 0.39 Average Positive Return (%) 3.03
Number of +ve Months 22 % +ve Months (%) 59.46
Average Negative Return (%) -3.49 Best Month (Jun 2019) (%) 10.21
Maximum Monthly Drawdown (%) -11.82    
Excel + CROCI Sectors II USD PR Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 1.51% -1.81% -1.31% 2.01%
2017 1.18% 3.80% 0.19% 1.21% 1.92% 2.41% 2.43% 0.66% 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% 7.48%
Announcements
No announcements for this index.