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 DBRCOHLN          
Reuters Id N/A          
Return Data
Current Level 158.22    
High 159.86 Low 157.14
Annualized Return (%) 0.19 Volatility 0.96
Sharpe Ratio 0.20 Sortino Ratio 0.23
Max Drawdown (%) -1.34    
Daily Return (%) -0.16 Month-to-Date Return (%) -0.19
3 Month Return (%) -0.73 6 Month Return (%) -0.81
YTD Return (%) -0.92 12 Month Return (%) -0.72
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.02 Average Positive Return (%) 0.16
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -0.15 Best Month (Jul 2018) (%) 0.38
Maximum Monthly Drawdown (%) -0.56    
Excel + db Commodity MNI Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.09% 0.12% 0.06% 0.18%
2017 0.25% -0.10% 0.15% 0.01% -0.08% -0.09% 0.11% 0.29% 0.36% -0.56% 0.13% 0.11%
2018 -0.24% 0.03% -0.01% -0.04% 0.19% 0.14% 0.38% 0.07% -0.09% -0.23% 0.15% 0.26%
2019 -0.13% 0.02% 0.09% -0.05% -0.23% -0.13% -0.12% -0.19% -0.19%
Announcements
No announcements for this index.