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 01-Dec-1988          
Index Live Date 21-Mar-2005          
Bloomberg Id DBMRR100          
Reuters Id .DBCMMRCU          
Return Data
Current Level 766.03    
High 877.53 Low 569.37
Annualized Return (%) 7.66 Volatility 19.69
Sharpe Ratio 0.31 Sortino Ratio 0.44
Max Drawdown (%) -22.96    
Daily Return (%) -2.96 Month-to-Date Return (%) 4.47
3 Month Return (%) 1.43 6 Month Return (%) 1.25
YTD Return (%) 11.49 12 Month Return (%) -5.74
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) 0.69 Average Positive Return (%) 3.63
Number of +ve Months 22 % +ve Months (%) 59.46
Average Negative Return (%) -3.62 Best Month () (%) 8.63
Maximum Monthly Drawdown (%) -10.72    
Excel + DBLCI-MR total return (USD) with 100 bps cost Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 8.63% -2.39% 2.53% 6.04%
2017 -3.43% 1.10% -5.52% -3.24% -1.23% -2.06% 6.62% -3.17% 5.51% 2.65% 2.61% 5.32%
2018 4.58% -3.44% 3.45% 5.55% 0.28% 1.98% -0.84% 0.83% 1.87% -4.67% -10.72% -4.85%
2019 8.24% 1.43% 0.58% 1.27% -2.57% 4.36% -1.75% -4.47% 4.47%
Announcements