Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
N/A
Details
Guide
Historical Inception Date 10-Jan-2017          
Index Live Date 08-Aug-2011          
Bloomberg Id DBRCOFNG          
Reuters Id .DBRCOFNG          
Return Data
Current Level 0.14    
High 0.24 Low 0.11
Annualized Return (%) -14.63 Volatility 39.91
Sharpe Ratio -0.37 Sortino Ratio -0.49
Max Drawdown (%) -55.31    
Daily Return (%) 3.32 Month-to-Date Return (%) 17.65
3 Month Return (%) 13.27 6 Month Return (%) -6.42
YTD Return (%) -6.98 12 Month Return (%) 0.50
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.68 Average Positive Return (%) 8.02
Number of +ve Months 13 % +ve Months (%) 39.39
Average Negative Return (%) -6.33 Best Month (Jan 2018) (%) 40.74
Maximum Monthly Drawdown (%) -34.19    
Excel + DBLCI OY Enhanced - Natural Gas - NG0 ER Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 -4.82% -12.77% 11.26% 0.46% -8.61% -2.37% -7.74% 7.22% -3.42% -9.46% 1.04% -2.71%
2018 3.78% -10.11% 1.35% -0.63% 5.65% -1.34% -3.93% 4.66% 2.70% 6.70% 40.74% -34.19%
2019 0.00% -0.13% -5.46% -4.71% -5.98% -5.89% -2.34% 1.71% 16.97%
Announcements
No announcements for this index.