Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
The DB Multiasset Funds Index is an addition to the suite of indices that track the performance of funds. The index tracks an portfolio of 5 funds, with the exposure being equi-weighted at inception
Details
Guide
Historical Inception Date 02-Jun-2014          
Index Live Date 02-Jun-2014          
Bloomberg Id DBXEMAF          
Reuters Id N/A          
Return Data
Current Level 106.65    
High 112.09 Low 99.67
Annualized Return (%) 0.87 Volatility 3.27
Sharpe Ratio 0.38 Sortino Ratio 0.50
Max Drawdown (%) -11.08    
Daily Return (%) -0.22 Month-to-Date Return (%) 0.70
3 Month Return (%) 1.90 6 Month Return (%) 2.75
YTD Return (%) 6.79 12 Month Return (%) 1.25
Risk Free Rate (%) -0.36    
Monthly Return Statistics
Average Return (%) 0.08 Average Positive Return (%) 0.93
Number of +ve Months 21 % +ve Months (%) 56.76
Average Negative Return (%) -1.04 Best Month (Jun 2019) (%) 2.43
Maximum Monthly Drawdown (%) -3.81    
Excel + DB MULTIASSET FUNDS INDEX Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.30% 0.26% -0.48% 1.74%
2017 0.27% 0.88% 0.72% 0.40% 0.51% -0.33% 0.23% -0.66% 0.96% 1.26% -0.56% -0.15%
2018 1.78% -1.71% -1.25% 0.56% -0.73% -0.70% 0.20% -1.26% -0.14% -3.81% -0.30% -1.79%
2019 2.40% 0.94% 0.64% 1.67% -2.03% 2.43% 0.63% -0.70% 0.70%
Announcements
No announcements for this index.