Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
EUR hedged version of the Bloomberg Booster TR Index
Details
Guide
Historical Inception Date 04-Aug-1997          
Index Live Date 27-May-2008          
Bloomberg Id DBCMBDTE          
Reuters Id N/A          
Return Data
Current Level 188.18    
High 215.29 Low 178.75
Annualized Return (%) -0.12 Volatility 9.73
Sharpe Ratio 0.02 Sortino Ratio 0.04
Max Drawdown (%) -16.97    
Daily Return (%) 2.78 Month-to-Date Return (%) 4.31
3 Month Return (%) 2.70 6 Month Return (%) -2.01
YTD Return (%) 4.16 12 Month Return (%) -3.94
Risk Free Rate (%) -0.36    
Monthly Return Statistics
Average Return (%) 0.02 Average Positive Return (%) 1.97
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -1.83 Best Month (Jan 2019) (%) 5.43
Maximum Monthly Drawdown (%) -4.68    
Excel + DB Commodity Booster Bloomberg TR EUR Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 2.54% 0.12% 1.56% 1.19%
2017 0.94% 0.63% -2.42% -1.12% -1.44% -0.45% 2.02% 0.33% -0.01% 2.96% -0.54% 2.54%
2018 2.08% -1.85% -0.31% 1.97% 1.82% -3.75% -2.03% -2.00% 1.84% -2.92% -4.68% -2.87%
2019 5.43% 0.91% -1.03% -1.09% -2.93% 2.23% -0.86% -2.54% 4.31%
Announcements
No announcements for this index.