Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Fed Funds Index
Details
Guide
Historical Inception Date 01-Aug-1995          
Index Live Date 01-Aug-1995          
Bloomberg Id DBMMFED1          
Reuters Id .DBMMFED1          
Return Data
Current Level 182.91    
High 182.91 Low 174.23
Annualized Return (%) 1.63 Volatility 0.08
Sharpe Ratio N/A Sortino Ratio N/A
Max Drawdown (%) 0.00    
Daily Return (%) 0.00 Month-to-Date Return (%) 0.00
3 Month Return (%) 0.02 6 Month Return (%) 0.17
YTD Return (%) 0.34 12 Month Return (%) 1.07
Risk Free Rate (%) 1.59    
Monthly Return Statistics
Average Return (%) 0.13 Average Positive Return (%) 0.13
Number of +ve Months 37 % +ve Months (%) 100.00
Average Negative Return (%) 0.00 Best Month (Jul 2019) (%) 0.22
Maximum Monthly Drawdown (%) 0.00    
Excel + Fed Funds Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 0.07% 0.09% 0.10% 0.10% 0.10%
2018 0.13% 0.11% 0.12% 0.15% 0.15% 0.15% 0.17% 0.16% 0.15% 0.20% 0.18% 0.20%
2019 0.21% 0.19% 0.19% 0.22% 0.21% 0.18% 0.22% 0.18% 0.18% 0.16% 0.13% 0.14%
2020 0.13% 0.12% 0.06% 0.00% 0.00% 0.01% 0.01% 0.00%
Announcements
No announcements for this index.