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 DBCMBS32          
Reuters Id N/A          
Return Data
Current Level 426.69    
High 572.35 Low 371.52
Annualized Return (%) 3.62 Volatility 18.02
Sharpe Ratio 0.20 Sortino Ratio 0.16
Max Drawdown (%) -26.93    
Daily Return (%) 2.02 Month-to-Date Return (%) -19.21
3 Month Return (%) -18.48 6 Month Return (%) -21.12
YTD Return (%) -6.63 12 Month Return (%) -10.88
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.41 Average Positive Return (%) 3.07
Number of +ve Months 22 % +ve Months (%) 59.46
Average Negative Return (%) -3.48 Best Month (Jan 2019) (%) 11.62
Maximum Monthly Drawdown (%) -19.21    
Excel + DB Commodity Brent Short Vol sub index 3 Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.05% 3.25% 3.54% 5.73%
2017 1.72% 2.89% -1.25% 2.29% -0.56% 1.08% -1.15% 3.42% 2.15% 1.39% 2.31% 0.70%
2018 0.47% -0.70% -1.52% -1.39% -0.25% -1.21% -4.39% 3.50% 0.87% -0.49% -4.90% 0.89%
2019 11.62% 3.08% 6.03% 0.41% -7.67% 6.13% 3.99% -7.42% -19.21%
Announcements
No announcements for this index.