Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Following the announcement by S&P Dow Jones Indices that it will transfer responsibility for the calculation and distribution of the Dow Jones-UBS Commodity Indices to Bloomberg LP, Deutsche Bank AG, as index sponsor of the DB Commodity Booster - DJ UBS ER published on Bloomberg Screen Page DBCMBDEU (the "Index"), announces that, effective as of 1 July 2014, the name of the Index will change to "DB Commodity Booster - Bloomberg ER?. The change in the name of the Index will not affect the methodology for the calculation or composition of the Index.DB Commodity Booster DJ UBS index represents a long commodity exposure. It is designed to outperform DJ UBS benchmark indices. This is achieved by selecting DBLCI OY atoms in the respective weights of the underlying DJ UBS indices.
Details
Guide
Historical Inception Date 04-Aug-1997          
Index Live Date 27-Feb-2008          
Bloomberg Id DBCMBDTU          
Reuters Id .DBCMBDTU          
Return Data
Current Level 255.16    
High 280.09 Low 235.26
Annualized Return (%) 2.39 Volatility 9.67
Sharpe Ratio 0.09 Sortino Ratio 0.13
Max Drawdown (%) -15.04    
Daily Return (%) 2.77 Month-to-Date Return (%) 4.43
3 Month Return (%) 3.56 6 Month Return (%) -0.38
YTD Return (%) 6.56 12 Month Return (%) -0.79
Risk Free Rate (%) 1.54    
Monthly Return Statistics
Average Return (%) 0.22 Average Positive Return (%) 2.04
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -1.71 Best Month (Jan 2019) (%) 5.72
Maximum Monthly Drawdown (%) -4.43    
Excel + DB Commodity Booster - Bloomberg TR Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 2.63% 0.25% 1.63% 1.37%
2017 1.13% 0.72% -2.28% -1.01% -1.33% -0.28% 2.25% 0.51% 0.14% 3.07% -0.38% 2.77%
2018 2.36% -1.64% -0.06% 2.15% 1.98% -3.51% -1.82% -1.75% 2.05% -2.61% -4.43% -2.60%
2019 5.72% 1.14% -0.78% -0.84% -2.64% 2.53% -0.59% -2.25% 4.43%
Announcements
No announcements for this index.