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 14-Apr-1999          
Index Live Date 11-Nov-2011          
Bloomberg Id DBRCOHCL          
Reuters Id N/A          
Return Data
Current Level 578.05    
High 621.30 Low 553.03
Annualized Return (%) 0.87 Volatility 5.20
Sharpe Ratio 0.17 Sortino Ratio 0.24
Max Drawdown (%) -6.96    
Daily Return (%) -0.97 Month-to-Date Return (%) -0.51
3 Month Return (%) -2.33 6 Month Return (%) -5.32
YTD Return (%) -6.26 12 Month Return (%) -1.80
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.08 Average Positive Return (%) 1.38
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -1.15 Best Month (Aug 2017) (%) 3.51
Maximum Monthly Drawdown (%) -2.47    
Excel + db Commodity CL Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -1.14% 0.51% 0.53% 1.71%
2017 -0.50% -1.07% -0.19% 0.41% -0.60% 1.95% -1.73% 3.51% -2.00% -0.65% -0.14% 1.58%
2018 0.45% -1.24% 0.94% 0.05% 1.46% -2.40% 1.86% 0.73% 1.02% 1.42% -0.44% 3.35%
2019 -2.47% 2.39% -2.17% -1.00% -1.31% -0.54% 0.98% -1.71% -0.51%
Announcements
No announcements for this index.