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 25-Jan-2007          
Index Live Date 17-Nov-2014          
Bloomberg Id DBCMGS12          
Reuters Id N/A          
Return Data
Current Level 179.15    
High 203.08 Low 177.01
Annualized Return (%) -1.54 Volatility 7.44
Sharpe Ratio -0.21 Sortino Ratio -0.19
Max Drawdown (%) -12.84    
Daily Return (%) 0.05 Month-to-Date Return (%) 0.29
3 Month Return (%) -5.84 6 Month Return (%) -7.22
YTD Return (%) -6.07 12 Month Return (%) -8.00
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.11 Average Positive Return (%) 0.91
Number of +ve Months 21 % +ve Months (%) 56.76
Average Negative Return (%) -1.46 Best Month (Feb 2017) (%) 2.54
Maximum Monthly Drawdown (%) -5.37    
Excel + DB Commodity Gold Short Vol 2 Sub Index 1 Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 2.36% -2.24% -3.79% 1.49%
2017 2.07% 2.54% -0.16% 1.98% 0.32% 0.72% 0.44% 0.07% 0.85% 0.77% -1.08% 0.83%
2018 -0.24% -0.41% -1.92% -0.68% 0.37% -0.24% 0.26% -0.92% 0.51% -1.71% 0.55% -0.85%
2019 1.11% 0.13% -0.52% 0.68% -0.90% -5.37% 0.82% -2.31% 0.29%
Announcements
No announcements for this index.