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 DBRCOHKW          
Reuters Id N/A          
Return Data
Current Level 137.12    
High 152.54 Low 135.91
Annualized Return (%) -0.30 Volatility 4.73
Sharpe Ratio -0.06 Sortino Ratio -0.09
Max Drawdown (%) -10.90    
Daily Return (%) 0.08 Month-to-Date Return (%) -0.35
3 Month Return (%) -5.66 6 Month Return (%) -5.74
YTD Return (%) -8.40 12 Month Return (%) -7.88
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.02 Average Positive Return (%) 0.93
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -1.12 Best Month (Jul 2017) (%) 2.13
Maximum Monthly Drawdown (%) -3.53    
Excel + db Commodity KW Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.27% 0.50% -0.50% -0.27%
2017 1.39% -0.25% 0.82% 0.72% 0.60% 0.55% 2.13% 1.10% -0.83% 0.25% -1.51% -0.87%
2018 0.05% 1.22% 1.17% -0.65% 1.17% 0.04% -0.13% 0.02% 1.38% 1.46% -2.03% 0.77%
2019 -1.09% -2.05% -0.01% 1.85% -3.53% 1.35% -2.91% -1.87% -0.35%
Announcements
No announcements for this index.