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 DBRCOHLX          
Reuters Id N/A          
Return Data
Current Level 154.90    
High 157.98 Low 151.81
Annualized Return (%) 0.41 Volatility 3.01
Sharpe Ratio 0.14 Sortino Ratio 0.20
Max Drawdown (%) -3.90    
Daily Return (%) -0.02 Month-to-Date Return (%) 0.31
3 Month Return (%) 1.21 6 Month Return (%) 0.42
YTD Return (%) 0.51 12 Month Return (%) -0.34
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.03 Average Positive Return (%) 0.43
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -0.44 Best Month (Jan 2017) (%) 1.43
Maximum Monthly Drawdown (%) -1.02    
Excel + db Commodity MZN Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.11% 0.21% 0.10% 0.08%
2017 0.73% -0.35% 0.58% 0.09% 0.18% -0.73% 1.06% -0.16% -0.04% -0.99% 1.43% -0.53%
2018 0.42% 0.12% 0.05% 0.18% 0.04% -0.83% -0.05% -0.27% -0.56% -0.33% -1.02% 1.23%
2019 -0.25% 0.15% -0.13% -0.39% -0.46% 1.20% 0.43% -0.33% 0.31%
Announcements
No announcements for this index.