Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
The index tracks a Vol-Controlled exposure to the DWS Invest China Bonds (Share Class A2) Fund NAV. The leverage is capped at 100%, and any residual exposure , i.e. not invested in the Fund NAV, is assumed to be invested in overnight cash
Details
Guide guide publication summary legal
Historical Inception Date 04-Oct-2011          
Index Live Date 24-Feb-2014          
Bloomberg Id DBXEMF02          
Reuters Id N/A          
Return Data
Current Level 107.31    
High 113.15 Low 95.64
Annualized Return (%) 2.02 Volatility 4.02
Sharpe Ratio 0.12 Sortino Ratio 0.17
Max Drawdown (%) -8.73    
Daily Return (%) -0.12 Month-to-Date Return (%) -0.25
3 Month Return (%) -0.18 6 Month Return (%) -0.30
YTD Return (%) 1.68 12 Month Return (%) 2.34
Risk Free Rate (%) 1.54    
Monthly Return Statistics
Average Return (%) 0.17 Average Positive Return (%) 1.19
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -1.03 Best Month (Aug 2017) (%) 2.92
Maximum Monthly Drawdown (%) -3.14    
Excel + DeAWM Vol-Controlled MF02 Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.17% -1.36% -2.41% -1.79%
2017 2.00% 1.06% 0.17% 0.62% 2.77% 0.35% 1.49% 2.92% -0.12% 0.82% -0.17% 1.84%
2018 2.92% -0.50% 0.38% -1.17% -1.15% -3.14% -1.52% 0.30% -0.42% -1.59% 0.53% 1.66%
2019 1.11% 0.44% 1.16% -0.26% -0.66% 1.14% -0.06% -0.93% -0.25%
Announcements
No announcements for this index.