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 DBRCOHXB          
Reuters Id N/A          
Return Data
Current Level 160.28    
High 176.63 Low 145.44
Annualized Return (%) 2.68 Volatility 6.25
Sharpe Ratio 0.43 Sortino Ratio 0.58
Max Drawdown (%) -10.91    
Daily Return (%) 0.39 Month-to-Date Return (%) 1.01
3 Month Return (%) 0.11 6 Month Return (%) -3.74
YTD Return (%) -4.98 12 Month Return (%) -6.55
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.24 Average Positive Return (%) 1.77
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -1.38 Best Month (Sep 2017) (%) 7.50
Maximum Monthly Drawdown (%) -5.47    
Excel + db Commodity RB Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 1.03% 1.47% 0.80% -2.04%
2017 3.03% 1.30% -1.28% 1.37% -1.28% 0.80% -1.21% -5.47% 7.50% 0.21% 1.57% -0.10%
2018 -0.03% 0.90% 3.14% 0.78% 2.53% -0.08% -0.54% 0.75% 0.48% 1.65% -1.19% -2.34%
2019 3.32% -1.68% -3.38% -1.58% -1.89% -0.38% -0.18% -0.18% 1.02%
Announcements
No announcements for this index.