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 14-Jul-2014          
Bloomberg Id DBCMBS12          
Reuters Id N/A          
Return Data
Current Level 248.09    
High 340.27 Low 213.53
Annualized Return (%) -5.23 Volatility 21.95
Sharpe Ratio -0.24 Sortino Ratio -0.16
Max Drawdown (%) -37.25    
Daily Return (%) 0.23 Month-to-Date Return (%) 4.06
3 Month Return (%) -19.10 6 Month Return (%) -22.94
YTD Return (%) -16.22 12 Month Return (%) -21.55
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.32 Average Positive Return (%) 2.86
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -3.33 Best Month (Feb 2017) (%) 7.87
Maximum Monthly Drawdown (%) -19.76    
Excel + DB Commodity Brent Short Vol sub index 1 Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -2.76% -3.99% 7.50%
2017 -0.07% 7.87% -2.55% 3.68% -0.66% -0.01% -0.75% 1.65% 2.14% 2.05% 1.68% -0.23%
2018 0.75% -3.15% -0.53% -1.89% -1.07% -0.95% -2.84% 1.69% 1.00% 0.59% -7.76% 1.53%
2019 2.44% 2.97% 3.10% -1.81% -7.07% 3.57% 3.24% -5.45% -19.76% 4.06%
Announcements
No announcements for this index.