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 109.06    
High 116.50 Low 100.29
Annualized Return (%) 0.26 Volatility 7.13
Sharpe Ratio 0.04 Sortino Ratio 0.03
Max Drawdown (%) -8.13    
Daily Return (%) -0.05 Month-to-Date Return (%) -0.45
3 Month Return (%) -3.92 6 Month Return (%) -5.09
YTD Return (%) -1.88 12 Month Return (%) -1.40
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.04 Average Positive Return (%) 1.22
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -1.35 Best Month (Jan 2017) (%) 4.87
Maximum Monthly Drawdown (%) -4.60    
Excel + Deutsche Bank Silver Short Volatility III Sub-index 2 Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.63% 0.24% -4.60% -2.69%
2017 4.87% 2.62% 0.97% 0.37% 1.40% 1.70% -1.10% -0.22% 1.94% 1.08% -2.86% 1.48%
2018 -0.19% -0.69% 0.55% -2.59% 1.03% -0.15% 0.11% -1.10% -0.09% 0.20% -0.01% 0.24%
2019 3.81% 0.60% -1.51% 0.43% -0.01% -2.20% 0.05% -2.48% -0.45%
Announcements
No announcements for this index.