Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
N/A
Details
Guide guide
Historical Inception Date 28-Nov-1997          
Index Live Date 26-Sep-2009          
Bloomberg Id DBLCMTEU          
Reuters Id N/A          
Return Data
Current Level 168.77    
High 197.60 Low 143.67
Annualized Return (%) 4.24 Volatility 16.07
Sharpe Ratio 0.26 Sortino Ratio 0.37
Max Drawdown (%) -22.40    
Daily Return (%) -2.04 Month-to-Date Return (%) 3.43
3 Month Return (%) 5.91 6 Month Return (%) 0.77
YTD Return (%) 8.04 12 Month Return (%) -2.58
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.39 Average Positive Return (%) 2.85
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -2.50 Best Month (Jan 2019) (%) 6.92
Maximum Monthly Drawdown (%) -6.00    
Excel + DB MR Enhanced TV 15 USD ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 3.20% -0.86% 3.50% 0.77%
2017 0.84% 1.44% -3.97% -2.29% -2.61% 2.93% 3.11% -1.12% 0.58% 2.41% 0.57% 4.39%
2018 6.74% -1.62% 1.57% 4.65% 1.71% -5.04% -0.84% -1.92% 1.75% -3.81% -6.00% -3.99%
2019 6.92% 0.35% -1.09% -1.86% -3.51% 6.10% -0.45% -1.61% 3.43%
Announcements
No announcements for this index.