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 Deutsche Bank Commodity Booster-DJ UBS Euro published on Bloomberg Screen Page DBCMDNTE (the "Index"), announces that, effective as of 1 July 2014, the name of the Index will change to "Deutsche Bank Commodity Booster-Bloomberg Euro?. The change in the name of the Index will not affect the methodology for the calculation or composition of the Index.DB Commodity Booster indices represent a long commodity exposure. They are designed to outperform DJ UBS benchmark indices. This is achieved by selecting DBLCI-OY atoms in the respective weights of the underlying S&P GSCI indices.
Details
Guide publication
Historical Inception Date 04-Aug-1997          
Index Live Date 27-May-2008          
Bloomberg Id DBCMDNTE          
Reuters Id .DBCMDNTE          
Return Data
Current Level 155.05    
High 182.16 Low 149.79
Annualized Return (%) -1.62 Volatility 9.77
Sharpe Ratio -0.13 Sortino Ratio -0.19
Max Drawdown (%) -17.77    
Daily Return (%) -1.59 Month-to-Date Return (%) 2.62
3 Month Return (%) 0.83 6 Month Return (%) -3.96
YTD Return (%) 1.93 12 Month Return (%) -5.83
Risk Free Rate (%) -0.36    
Monthly Return Statistics
Average Return (%) -0.11 Average Positive Return (%) 1.78
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -1.90 Best Month (Jan 2019) (%) 5.36
Maximum Monthly Drawdown (%) -4.75    
Excel + Deutsche Bank Commodity Booster-Bloomberg Euro Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 1.98% 0.05% 1.49% 1.13%
2017 0.87% 0.56% -2.48% -1.18% -1.51% -0.51% 1.95% 0.26% -0.08% 2.88% -0.60% 2.48%
2018 2.01% -1.91% -0.37% 1.90% 1.75% -3.81% -2.10% -2.07% 1.78% -2.99% -4.75% -2.94%
2019 5.36% 0.85% -1.10% -1.16% -3.00% 2.17% -0.93% -2.60% 2.62%
Announcements