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Description
dbSelect 6% VC Strategy
Details
Guide
Historical Inception Date 29-Sep-2017          
Index Live Date 29-Sep-2017          
Bloomberg Id DBXECGS6          
Reuters Id N/A          
Return Data
Current Level 90.94    
High 100.00 Low 89.36
Annualized Return (%) -4.72 Volatility 2.97
Sharpe Ratio -1.47 Sortino Ratio -1.91
Max Drawdown (%) -10.64    
Daily Return (%) -0.08 Month-to-Date Return (%) -0.56
3 Month Return (%) 1.15 6 Month Return (%) -1.86
YTD Return (%) -1.36 12 Month Return (%) -2.16
Risk Free Rate (%) -0.36    
Monthly Return Statistics
Average Return (%) -0.38 Average Positive Return (%) 0.58
Number of +ve Months 7 % +ve Months (%) 28.00
Average Negative Return (%) -0.75 Best Month (Aug 2019) (%) 1.88
Maximum Monthly Drawdown (%) -1.66    
Excel + dbSelect 6% VC Strategy on the Portfolio Concept Global Systematic Strategie Series 6 Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 0.00% -0.69% -0.77% -0.17%
2018 -0.41% -1.66% 0.69% -1.11% -0.34% 0.13% -1.27% -1.12% -0.94% 0.09% -0.04% -0.48%
2019 0.85% -0.18% -0.76% -1.61% -1.39% 0.33% 0.12% 1.88% -0.56%
Announcements
No announcements for this index.