Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Following the announcement by S&P Dow Jones Indices that it will transfer responsibility for the calculation and distribution of the Dow Jones-UBS Commodity Indices to Bloomberg LP, Deutsche Bank AG, as index sponsor of the DB Commodity Booster DJ-UBSCI EUR ER Index published on Bloomberg Screen Page DBCMDJEE (the "Index"), announces that, effective as of 1 July 2014, the name of the Index will change to "DB Commodity Booster Bloomberg EUR ER Index?. The change in the name of the Index will not affect the methodology for the calculation or composition of the Index.DB Commodity Booster DJ UBS index represents a long commodity exposure. It is designed to outperform DJ UBS benchmark indices. This is achieved by selecting DBLCI OY atoms in the respective weights of the underlying DJ UBS indices.
Details
Guide
Historical Inception Date 04-Aug-1997          
Index Live Date 23-May-2009          
Bloomberg Id DBCMDJEE          
Reuters Id .DBCMDJEE          
Return Data
Current Level 138.15    
High 158.99 Low 133.20
Annualized Return (%) 0.06 Volatility 9.75
Sharpe Ratio 0.01 Sortino Ratio 0.01
Max Drawdown (%) -16.22    
Daily Return (%) -1.58 Month-to-Date Return (%) 2.69
3 Month Return (%) 1.27 6 Month Return (%) -3.17
YTD Return (%) 3.05 12 Month Return (%) -4.35
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.03 Average Positive Return (%) 1.82
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -1.86 Best Month (Jan 2019) (%) 5.48
Maximum Monthly Drawdown (%) -4.62    
Excel + DB Commodity Booster Bloomberg EUR ER Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 2.05% 0.23% 1.64% 1.34%
2017 1.06% 0.69% -2.33% -1.05% -1.36% -0.36% 2.09% 0.42% 0.06% 3.02% -0.47% 2.65%
2018 2.15% -1.79% -0.19% 2.03% 1.88% -3.66% -1.98% -1.93% 1.88% -2.88% -4.62% -2.78%
2019 5.48% 0.96% -0.99% -1.05% -2.85% 2.31% -0.80% -2.44% 2.68%
Announcements
No announcements for this index.