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 11-Dec-2007          
Index Live Date 04-Apr-2014          
Bloomberg Id DBCMBSV2          
Reuters Id .DBCMBSV2          
Return Data
Current Level 320.18    
High 416.27 Low 278.03
Annualized Return (%) -2.45 Volatility 21.60
Sharpe Ratio -0.11 Sortino Ratio -0.08
Max Drawdown (%) -33.21    
Daily Return (%) 0.66 Month-to-Date Return (%) 3.48
3 Month Return (%) -20.51 6 Month Return (%) -22.48
YTD Return (%) -10.28 12 Month Return (%) -14.95
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.09 Average Positive Return (%) 2.90
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -3.24 Best Month (Jan 2019) (%) 7.47
Maximum Monthly Drawdown (%) -19.83    
Excel + db Brent Short Volatility II Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -2.44% -2.30% 5.07%
2017 1.20% 5.79% -2.46% 3.22% -1.05% 0.31% -0.77% 2.30% 1.95% 2.18% 1.68% -0.45%
2018 0.77% -2.03% -0.35% -1.50% -0.63% -1.20% -3.52% 2.24% 1.54% -0.39% -5.28% 0.34%
2019 7.47% 2.31% 3.71% -0.17% -7.51% 5.55% 4.05% -6.47% -19.83% 3.48%
Announcements
No announcements for this index.