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 DBRCOHHO          
Reuters Id N/A          
Return Data
Current Level 213.32    
High 225.57 Low 210.08
Annualized Return (%) -0.55 Volatility 3.34
Sharpe Ratio -0.16 Sortino Ratio -0.22
Max Drawdown (%) -6.72    
Daily Return (%) -1.03 Month-to-Date Return (%) -1.39
3 Month Return (%) -3.16 6 Month Return (%) -4.50
YTD Return (%) -3.53 12 Month Return (%) -4.88
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.04 Average Positive Return (%) 0.73
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -0.95 Best Month (Oct 2017) (%) 1.84
Maximum Monthly Drawdown (%) -3.02    
Excel + db Commodity HO Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.53% 1.67% -0.18% 0.57%
2017 0.33% 0.19% -1.06% 1.50% -1.00% 0.14% -3.02% -2.72% 1.49% 1.84% 0.65% -1.37%
2018 1.81% 0.25% 0.55% -0.20% 1.12% 0.18% 0.04% -0.53% 0.86% -0.34% -0.66% -0.50%
2019 0.55% 0.08% 0.34% -0.60% -0.83% -0.17% -0.78% -0.75% -1.39%
Announcements
No announcements for this index.