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History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
db Commodity Harvest - 10 USD ERAC is a leveraged index based on the DB Commodity Harvest ERAC index. DB Commodity Harvest is designed to represent a commodity neutral alpha strategy. The index reflects the return of holding long DBLCI-OY Booster - S&P GSCI TM Light Energy and T Bill position.
Details
Guide
Historical Inception Date 17-Nov-1997          
Index Live Date 14-Oct-2008          
Bloomberg Id DBCMHVEG          
Reuters Id .DBCMHVEG          
Return Data
Current Level 494.26    
High 560.88 Low 465.94
Annualized Return (%) 0.72 Volatility 8.55
Sharpe Ratio 0.08 Sortino Ratio 0.12
Max Drawdown (%) -13.32    
Daily Return (%) 1.66 Month-to-Date Return (%) -2.88
3 Month Return (%) -3.30 6 Month Return (%) -7.09
YTD Return (%) -9.64 12 Month Return (%) -11.88
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.08 Average Positive Return (%) 1.90
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -1.83 Best Month (Feb 2018) (%) 5.05
Maximum Monthly Drawdown (%) -5.64    
Excel + db Commodity Harvest - 10 USD ERAC Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -2.00% 2.23% 0.90% -1.55%
2017 1.72% 0.35% 2.52% 2.25% -0.06% -1.04% 0.11% 2.12% -0.21% 2.14% -0.85% -1.64%
2018 0.50% -1.02% 2.43% -1.49% 4.10% -3.18% 1.82% 1.24% 2.89% -0.68% -5.64% 5.05%
2019 -0.09% -0.71% -4.01% -3.73% 2.02% -2.12% 0.26% 1.37% -2.88%
Announcements
No announcements for this index.