Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
The Index sells Silver straddles on a daily basis based on a fixed schedule. The straddle positions are delta hedged using futures contracts.
Details
Guide publication
Historical Inception Date 22-Nov-2016          
Index Live Date 01-Dec-2017          
Bloomberg Id DBCMXSV3          
Reuters Id N/A          
Return Data
Current Level 114.95    
High 125.83 Low 110.84
Annualized Return (%) 0.37 Volatility 5.65
Sharpe Ratio 0.07 Sortino Ratio 0.06
Max Drawdown (%) -8.95    
Daily Return (%) -0.05 Month-to-Date Return (%) -0.94
3 Month Return (%) -5.01 6 Month Return (%) -5.90
YTD Return (%) -3.21 12 Month Return (%) -2.69
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.04 Average Positive Return (%) 1.15
Number of +ve Months 18 % +ve Months (%) 51.43
Average Negative Return (%) -1.14 Best Month (Jan 2019) (%) 3.48
Maximum Monthly Drawdown (%) -3.19    
Excel + Deutsche Bank Silver Short Volatility III Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.11% -2.04%
2017 3.16% 1.97% 1.57% 0.81% 0.97% 0.44% -0.32% -0.30% 2.18% 1.22% -1.94% 1.08%
2018 -0.13% -1.14% 0.61% -2.58% 1.25% -1.61% 0.32% -1.38% -0.19% 0.12% -0.45% 0.85%
2019 3.48% -0.03% -0.89% 0.53% -0.38% -1.81% 0.12% -3.19% -0.94%
Announcements
No announcements for this index.