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 DBRCOHCO          
Reuters Id N/A          
Return Data
Current Level 198.28    
High 219.45 Low 198.28
Annualized Return (%) -1.99 Volatility 4.01
Sharpe Ratio -0.50 Sortino Ratio -0.52
Max Drawdown (%) -9.65    
Daily Return (%) -3.33 Month-to-Date Return (%) -3.55
3 Month Return (%) -4.24 6 Month Return (%) -7.35
YTD Return (%) -8.99 12 Month Return (%) -7.39
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.16 Average Positive Return (%) 0.71
Number of +ve Months 16 % +ve Months (%) 43.24
Average Negative Return (%) -0.82 Best Month (May 2018) (%) 1.70
Maximum Monthly Drawdown (%) -3.55    
Excel + db Commodity LCO Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.08% 1.09% -0.63% 0.53%
2017 -1.40% -0.19% -0.35% 1.26% 0.65% 1.57% -1.11% -0.31% -1.42% 0.16% 0.31% 0.08%
2018 0.43% -0.48% -0.15% -0.28% 1.70% 0.02% 1.30% -0.58% -0.28% 1.08% -0.16% 0.72%
2019 -1.35% 0.13% -1.31% -1.26% -1.19% 0.27% -0.43% -0.63% -3.55%
Announcements
No announcements for this index.