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 DBCMBS22          
Reuters Id N/A          
Return Data
Current Level 224.75    
High 370.54 Low 222.67
Annualized Return (%) -10.68 Volatility 27.94
Sharpe Ratio -0.38 Sortino Ratio -0.24
Max Drawdown (%) -39.91    
Daily Return (%) 0.93 Month-to-Date Return (%) -34.89
3 Month Return (%) -32.87 6 Month Return (%) -35.55
YTD Return (%) -29.45 12 Month Return (%) -33.23
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.64 Average Positive Return (%) 2.73
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -4.60 Best Month (Jan 2019) (%) 8.23
Maximum Monthly Drawdown (%) -34.89    
Excel + DB Commodity Brent Short Vol sub index 2 Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.77% 1.97% -6.47% 1.84%
2017 1.98% 6.92% -3.69% 3.77% -2.01% -0.21% -0.34% 1.75% 1.50% 3.19% 1.04% -1.83%
2018 1.11% -2.26% 1.04% -1.23% -0.58% -1.42% -3.32% 1.52% 2.79% -1.26% -3.18% -1.33%
2019 8.23% 0.88% 1.82% 0.77% -7.75% 6.78% 4.86% -6.36% -34.89%
Announcements
No announcements for this index.