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Description
N/A
Details
Guide guide
Historical Inception Date 14-Dec-2006          
Index Live Date 17-Nov-2014          
Bloomberg Id DBCMWS22          
Reuters Id N/A          
Return Data
Current Level 148.32    
High 246.24 Low 148.32
Annualized Return (%) -10.26 Volatility 21.00
Sharpe Ratio -0.49 Sortino Ratio -0.31
Max Drawdown (%) -39.76    
Daily Return (%) -1.87 Month-to-Date Return (%) -29.06
3 Month Return (%) -31.64 6 Month Return (%) -36.76
YTD Return (%) -30.24 12 Month Return (%) -33.18
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.67 Average Positive Return (%) 2.55
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -4.46 Best Month (Feb 2016) (%) 9.38
Maximum Monthly Drawdown (%) -29.06    
Excel + DB Commodity WTI Short Volatility II Sub Index II Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -2.14% 2.46% -4.22% 9.38%
2017 0.69% 7.65% -3.83% 3.00% -0.42% -1.47% -0.49% 2.18% 1.90% 2.28% 1.36% 0.35%
2018 0.56% -3.05% -1.73% -4.07% -1.47% -3.09% 1.81% 1.46% -0.01% 0.10% -4.71% 0.48%
2019 4.32% 4.35% 1.34% -1.33% -6.36% 2.51% 2.74% -8.40% -29.06%
Announcements
No announcements for this index.