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 DBRCOHLL          
Reuters Id N/A          
Return Data
Current Level 134.39    
High 135.69 Low 131.92
Annualized Return (%) 0.31 Volatility 2.00
Sharpe Ratio 0.16 Sortino Ratio 0.16
Max Drawdown (%) -1.88    
Daily Return (%) 0.08 Month-to-Date Return (%) 0.10
3 Month Return (%) -0.04 6 Month Return (%) -0.55
YTD Return (%) -0.01 12 Month Return (%) 0.07
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.03 Average Positive Return (%) 0.28
Number of +ve Months 22 % +ve Months (%) 59.46
Average Negative Return (%) -0.35 Best Month (Jul 2017) (%) 1.00
Maximum Monthly Drawdown (%) -0.85    
Excel + db Commodity MPB Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.42% 0.42% -0.85% 0.16%
2017 0.70% -0.50% 0.15% -0.30% 0.34% -0.26% 1.00% 0.14% -0.59% 0.63% -0.81% 0.47%
2018 -0.49% 0.28% -0.19% 0.00% 0.21% -0.16% 0.34% 0.08% -0.06% -0.28% -0.07% 0.21%
2019 0.24% 0.00% 0.25% 0.05% -0.33% 0.03% -0.10% -0.25% 0.10%
Announcements
No announcements for this index.