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 DBRCOHNG          
Reuters Id N/A          
Return Data
Current Level 499.29    
High 775.98 Low 499.29
Annualized Return (%) -8.45 Volatility 13.77
Sharpe Ratio -0.61 Sortino Ratio -0.60
Max Drawdown (%) -35.66    
Daily Return (%) -1.19 Month-to-Date Return (%) -8.21
3 Month Return (%) -15.92 6 Month Return (%) -14.37
YTD Return (%) -11.57 12 Month Return (%) -31.03
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.65 Average Positive Return (%) 1.44
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -3.10 Best Month (Oct 2016) (%) 4.58
Maximum Monthly Drawdown (%) -15.11    
Excel + db Commodity NG Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.37% 4.58% 0.08% 2.72%
2017 -0.42% 0.73% -1.94% 1.87% 2.07% 0.03% 0.96% 0.76% 2.02% 2.60% 1.29% -3.80%
2018 0.86% -1.52% 1.14% -1.75% -2.55% 1.29% 0.16% -0.22% -3.06% -2.53% -15.11% -2.27%
2019 2.76% 0.30% -1.36% -0.02% 2.41% -0.52% 0.12% -7.08% -8.21%
Announcements
No announcements for this index.