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 14-Dec-2006          
Index Live Date 22-Sep-2014          
Bloomberg Id DBCMWS12          
Reuters Id N/A          
Return Data
Current Level 196.85    
High 255.23 Low 180.51
Annualized Return (%) 1.44 Volatility 16.57
Sharpe Ratio 0.09 Sortino Ratio 0.07
Max Drawdown (%) -22.87    
Daily Return (%) -0.90 Month-to-Date Return (%) -17.89
3 Month Return (%) -14.79 6 Month Return (%) -19.68
YTD Return (%) -8.12 12 Month Return (%) -14.42
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.21 Average Positive Return (%) 2.43
Number of +ve Months 22 % +ve Months (%) 59.46
Average Negative Return (%) -3.03 Best Month (Jan 2019) (%) 7.82
Maximum Monthly Drawdown (%) -17.89    
Excel + DB Commodity WTI Short Volatility II Sub Index I Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -1.31% 4.23% 0.63% 5.84%
2017 1.28% 5.04% -1.67% 0.67% 1.53% -0.06% -0.56% 1.52% 2.80% 1.37% 2.89% 1.93%
2018 -0.56% 2.67% -1.27% -1.97% -0.25% -1.66% -2.64% -0.06% 0.04% 0.75% -7.91% 0.49%
2019 7.82% 3.68% 3.38% 0.10% -7.42% 3.31% 1.41% -0.29% -17.89%
Announcements
No announcements for this index.