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 254.26    
High 370.54 Low 222.67
Annualized Return (%) -8.44 Volatility 28.05
Sharpe Ratio -0.30 Sortino Ratio -0.19
Max Drawdown (%) -39.91    
Daily Return (%) 0.69 Month-to-Date Return (%) 2.22
3 Month Return (%) -29.39 6 Month Return (%) -30.30
YTD Return (%) -20.18 12 Month Return (%) -24.05
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.52 Average Positive Return (%) 2.84
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -4.08 Best Month (Jan 2019) (%) 8.23
Maximum Monthly Drawdown (%) -27.93    
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 -2.23% -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% -27.93% 2.22%
Announcements
No announcements for this index.