Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
N/A
Details
Guide
Historical Inception Date 23-Nov-2011          
Index Live Date 01-Dec-2017          
Bloomberg Id N/A          
Reuters Id N/A          
Return Data
Current Level 120.38    
High 135.92 Low 119.71
Annualized Return (%) -1.85 Volatility 7.17
Sharpe Ratio -0.26 Sortino Ratio -0.21
Max Drawdown (%) -11.93    
Daily Return (%) -0.05 Month-to-Date Return (%) -1.43
3 Month Return (%) -6.09 6 Month Return (%) -6.71
YTD Return (%) -4.53 12 Month Return (%) -4.00
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.14 Average Positive Return (%) 1.18
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -1.39 Best Month (Jan 2019) (%) 3.16
Maximum Monthly Drawdown (%) -3.90    
Excel + Deutsche Bank Silver Short Volatility III Sub-index 1 Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 1.41% -0.92% -3.20% -1.39%
2017 1.47% 1.31% 2.20% 1.26% 0.54% -0.85% 0.49% -0.39% 2.43% 1.37% -1.01% 0.68%
2018 -0.08% -1.60% 0.68% -2.57% 1.48% -3.09% 0.53% -1.67% -0.29% 0.05% -0.93% 1.45%
2019 3.16% -0.66% -0.27% 0.63% -0.75% -1.43% 0.18% -3.90% -1.44%
Announcements
No announcements for this index.