Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
N/A
Details
Guide publication
Historical Inception Date 04-Aug-1997          
Index Live Date 05-Sep-2008          
Bloomberg Id DBCMHLEE          
Reuters Id N/A          
Return Data
Current Level 203.64    
High 207.46 Low 197.28
Annualized Return (%) 0.83 Volatility 1.74
Sharpe Ratio 0.48 Sortino Ratio 0.68
Max Drawdown (%) -2.16    
Daily Return (%) 0.32 Month-to-Date Return (%) -0.55
3 Month Return (%) -0.49 6 Month Return (%) -1.11
YTD Return (%) -1.55 12 Month Return (%) -1.84
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.07 Average Positive Return (%) 0.38
Number of +ve Months 22 % +ve Months (%) 59.46
Average Negative Return (%) -0.39 Best Month (Feb 2018) (%) 1.05
Maximum Monthly Drawdown (%) -1.08    
Excel + Deutsche Bank Commodity Harvest EUR Hedged ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.37% 0.51% 0.24% -0.29%
2017 0.46% 0.13% 0.58% 0.49% 0.04% -0.16% 0.07% 0.47% 0.01% 0.49% -0.12% -0.28%
2018 0.15% -0.16% 0.53% -0.25% 0.90% -0.59% 0.42% 0.30% 0.63% -0.08% -1.08% 1.05%
2019 0.03% -0.10% -0.76% -0.69% 0.46% -0.37% 0.11% 0.33% -0.54%
Announcements
No announcements for this index.