Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
The db WTI Booster Index tracks the performance of WTI Future contracts. It selects the the contract which provides the highest roll yield
Details
Guide
Historical Inception Date 02-Dec-1988          
Index Live Date 22-Mar-2010          
Bloomberg Id DBLCCLEN          
Reuters Id .DBLCCLEN          
Return Data
Current Level 1312.72    
High 1788.82 Low 977.88
Annualized Return (%) 6.46 Volatility 28.50
Sharpe Ratio 0.24 Sortino Ratio 0.30
Max Drawdown (%) -43.90    
Daily Return (%) 10.65 Month-to-Date Return (%) 10.94
3 Month Return (%) 11.91 6 Month Return (%) -1.23
YTD Return (%) 22.61 12 Month Return (%) -18.41
Risk Free Rate (%) -0.36    
Monthly Return Statistics
Average Return (%) 0.80 Average Positive Return (%) 5.73
Number of +ve Months 22 % +ve Months (%) 59.46
Average Negative Return (%) -6.43 Best Month (Jan 2019) (%) 17.48
Maximum Monthly Drawdown (%) -22.21    
Excel + Deutsche Bank WTI Crude Oil Booster EUR Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 8.69% -3.83% 5.35% 6.57%
2017 -3.50% -0.49% -5.70% -2.65% -3.00% -3.28% 5.69% -2.27% 5.43% 4.67% 4.65% 5.09%
2018 6.69% -4.08% 5.93% 6.09% 0.37% 4.62% -2.51% 3.24% 6.30% -9.71% -22.21% -10.85%
2019 17.48% 4.55% 1.34% 3.93% -14.59% 7.33% 1.03% -7.76% 10.94%
Announcements
No announcements for this index.