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 17-Nov-2014          
Bloomberg Id DBCMWS32          
Reuters Id N/A          
Return Data
Current Level 223.11    
High 266.23 Low 209.98
Annualized Return (%) -1.46 Volatility 12.85
Sharpe Ratio -0.11 Sortino Ratio -0.10
Max Drawdown (%) -21.13    
Daily Return (%) 0.00 Month-to-Date Return (%) -5.44
3 Month Return (%) -7.02 6 Month Return (%) -11.67
YTD Return (%) 3.29 12 Month Return (%) -11.36
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.03 Average Positive Return (%) 3.06
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -2.95 Best Month (Jan 2019) (%) 12.37
Maximum Monthly Drawdown (%) -10.79    
Excel + DB Commodity WTI Short Volatility II Sub Index III Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.91% 2.50% -6.72% 5.13%
2017 1.44% 7.08% -3.32% 3.42% -1.47% -1.83% -0.62% 1.81% 1.29% 3.41% 0.31% 1.27%
2018 -0.23% -0.35% -1.39% -2.15% -0.17% -0.14% -0.89% 0.64% 0.77% -0.50% -3.60% -10.79%
2019 12.37% 3.42% 2.18% 0.28% -7.86% 4.14% 3.60% -7.73% -5.44%
Announcements
No announcements for this index.