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 DBRCOHLP          
Reuters Id N/A          
Return Data
Current Level 128.32    
High 130.83 Low 126.21
Annualized Return (%) 0.49 Volatility 1.08
Sharpe Ratio 0.45 Sortino Ratio 0.68
Max Drawdown (%) -2.39    
Daily Return (%) -0.01 Month-to-Date Return (%) 0.22
3 Month Return (%) 0.21 6 Month Return (%) 0.08
YTD Return (%) 0.11 12 Month Return (%) -0.40
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.04 Average Positive Return (%) 0.22
Number of +ve Months 23 % +ve Months (%) 62.16
Average Negative Return (%) -0.26 Best Month (Jul 2017) (%) 0.59
Maximum Monthly Drawdown (%) -0.57    
Excel + db Commodity MCU Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.22% 0.02% -0.32% 0.13%
2017 0.32% 0.02% 0.26% 0.29% 0.21% 0.10% 0.59% 0.35% 0.14% -0.20% 0.22% 0.41%
2018 0.30% 0.19% -0.06% 0.12% -0.39% -0.55% 0.11% -0.57% -0.15% -0.49% -0.15% 0.27%
2019 0.36% -0.25% -0.08% 0.16% -0.05% -0.19% 0.15% -0.21% 0.22%
Announcements
No announcements for this index.