Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
After cost version of the DBCMCVPE index
Details
Guide guide
Historical Inception Date 11-May-2009          
Index Live Date 10-May-2016          
Bloomberg Id DBCMCVEN          
Reuters Id .DBCMCVEN          
Return Data
Current Level 192.96    
High 243.23 Low 192.88
Annualized Return (%) -5.18 Volatility 7.10
Sharpe Ratio -0.73 Sortino Ratio -0.60
Max Drawdown (%) -20.70    
Daily Return (%) 0.04 Month-to-Date Return (%) -7.68
3 Month Return (%) -9.81 6 Month Return (%) -13.45
YTD Return (%) -11.36 12 Month Return (%) -16.99
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.41 Average Positive Return (%) 0.68
Number of +ve Months 21 % +ve Months (%) 56.76
Average Negative Return (%) -1.84 Best Month (Feb 2017) (%) 2.66
Maximum Monthly Drawdown (%) -7.68    
Excel + DB Commodity Vol Premium EUR Hedged ERAC Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.08% 1.04% -3.49% 2.40%
2017 -0.35% 2.66% 0.51% 0.93% 0.15% 0.64% -0.08% 0.27% 0.38% 0.58% 0.14% -0.13%
2018 0.49% -0.93% 0.34% -1.49% 0.05% -1.37% -0.42% 0.05% -0.82% -0.04% -4.46% -0.71%
2019 0.78% 1.20% 0.30% -0.96% -3.03% 0.32% 0.96% -3.50% -7.68%
Announcements
No announcements for this index.