Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
The DB Commodity Fundamental Fair Value strategy has an investment objective to gather value based returns diversified across the Energy, Precious Metals, Industrial Metals and Agriculture sectors
Details
Guide
Historical Inception Date 04-Mar-2008          
Index Live Date 25-Oct-2017          
Bloomberg Id DBCFFVUE          
Reuters Id N/A          
Return Data
Current Level 173.87    
High 179.46 Low 149.58
Annualized Return (%) 5.00 Volatility 5.05
Sharpe Ratio 0.99 Sortino Ratio 1.50
Max Drawdown (%) -4.86    
Daily Return (%) 0.99 Month-to-Date Return (%) 1.33
3 Month Return (%) -2.46 6 Month Return (%) -1.47
YTD Return (%) -0.91 12 Month Return (%) 3.52
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.40 Average Positive Return (%) 1.03
Number of +ve Months 27 % +ve Months (%) 72.97
Average Negative Return (%) -1.28 Best Month (May 2019) (%) 2.60
Maximum Monthly Drawdown (%) -3.62    
Excel + Deutsche Bank Commodity Fundamental Fair Value USD ER Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.21% 0.14% 1.35% 0.63%
2017 -0.68% 0.72% 0.06% 0.66% -0.63% 1.07% 0.95% 1.55% 0.40% 1.01% 1.62% -1.45%
2018 1.25% 0.49% -1.08% 2.14% 1.66% -0.91% 0.71% -1.03% 1.98% 1.25% 0.97% 0.68%
2019 -0.15% 0.55% 0.64% -1.78% 2.60% -1.45% 1.10% -3.62% 1.33%
Announcements
No announcements for this index.