Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Deutsche Bank AG, as index sponsor of the Deutsche Bank Liquid Commodity Optimum Yield Enhanced Index in respect of Gas Oil published on Bloomberg Screen Pages DBRCOYQS and DBRCOTQS (the "Index"), announces that on 2 April 2014 an Index Disruption Event will occur in respect of the FL Sub-Index in respect of Gas Oil which is a component of the Index. On such date, such FL Sub-Index should begin to roll into the June 2015 contract for Gas Oil traded on NYMEX in accordance with the Index's pre-determined roll schedule, but such contract is not available. The Index Sponsor has therefore determined that such FL Sub-Index will instead roll into the January 2015 contract for Gas Oil traded on NYMEX. Capitalised terms used in this notice bear the meanings given to them in the description of the Deutsche Bank Liquid Commodity Optimum Yield Enhanced Indices. Please note that this notice is relevant to any Deutsche Bank index of which the Index is a component.
Details
Guide
Historical Inception Date 14-Apr-1999          
Index Live Date 11-Nov-2011          
Bloomberg Id DBRCOHQS          
Reuters Id N/A          
Return Data
Current Level 163.51    
High 172.07 Low 162.19
Annualized Return (%) -1.13 Volatility 2.86
Sharpe Ratio -0.40 Sortino Ratio -0.53
Max Drawdown (%) -5.56    
Daily Return (%) -0.04 Month-to-Date Return (%) -0.03
3 Month Return (%) -1.56 6 Month Return (%) -3.68
YTD Return (%) -3.82 12 Month Return (%) -4.51
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.09 Average Positive Return (%) 0.66
Number of +ve Months 16 % +ve Months (%) 43.24
Average Negative Return (%) -0.66 Best Month (Jan 2018) (%) 1.82
Maximum Monthly Drawdown (%) -2.57    
Excel + db Commodity LGO Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.06% 1.00% -0.73% -0.07%
2017 -0.16% -0.39% -0.75% 0.88% -0.31% -0.40% -2.57% -0.35% 0.60% 1.45% 0.75% -1.93%
2018 1.82% 0.28% 0.15% 0.27% 1.25% 0.45% 0.17% -0.56% 0.54% -0.37% -0.04% -0.45%
2019 -0.54% -0.15% 0.65% -0.71% -1.49% 0.25% -1.22% -0.61% -0.03%
Announcements
No announcements for this index.