Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
N/A
Details
Guide publication guide
Historical Inception Date 25-Jan-2007          
Index Live Date 17-Nov-2014          
Bloomberg Id DBCMGS22          
Reuters Id N/A          
Return Data
Current Level 241.58    
High 274.31 Low 240.39
Annualized Return (%) -2.45 Volatility 6.13
Sharpe Ratio -0.40 Sortino Ratio -0.35
Max Drawdown (%) -12.37    
Daily Return (%) 0.00 Month-to-Date Return (%) -0.04
3 Month Return (%) -2.39 6 Month Return (%) -5.41
YTD Return (%) -5.40 12 Month Return (%) -8.58
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.19 Average Positive Return (%) 0.77
Number of +ve Months 16 % +ve Months (%) 43.24
Average Negative Return (%) -0.92 Best Month (Mar 2017) (%) 2.25
Maximum Monthly Drawdown (%) -3.51    
Excel + DB Commodity Gold Short Vol 2 Sub Index 2 Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 1.27% -1.65% -1.74% -0.03%
2017 -0.39% 1.35% 2.25% 0.21% 0.39% 1.61% 0.14% -0.46% 0.71% 0.87% -0.14% -0.08%
2018 0.61% -0.47% -1.24% -1.13% 0.92% -1.01% -0.23% -0.16% -0.31% -2.71% 0.06% -0.37%
2019 0.24% 1.34% -2.30% 0.06% -1.34% -3.51% 0.22% -0.11% -0.04%
Announcements
No announcements for this index.