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 DBRCOHC          
Reuters Id N/A          
Return Data
Current Level 268.71    
High 269.73 Low 234.29
Annualized Return (%) 4.26 Volatility 3.54
Sharpe Ratio 1.20 Sortino Ratio 1.77
Max Drawdown (%) -2.76    
Daily Return (%) 0.01 Month-to-Date Return (%) 0.51
3 Month Return (%) 3.73 6 Month Return (%) 2.61
YTD Return (%) 4.09 12 Month Return (%) 3.05
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.34 Average Positive Return (%) 0.76
Number of +ve Months 24 % +ve Months (%) 64.86
Average Negative Return (%) -0.42 Best Month (Aug 2019) (%) 2.85
Maximum Monthly Drawdown (%) -1.50    
Excel + db Commodity C Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.01% -1.18% 0.92% -0.66%
2017 0.13% 0.32% 0.68% 0.96% -0.19% -0.04% 0.87% 1.67% 0.86% 0.29% -0.38% 0.28%
2018 -0.03% -0.73% 1.25% 0.07% 1.43% 0.50% 0.14% 0.79% 0.96% -0.17% -0.11% -0.02%
2019 0.29% 0.66% 1.09% 0.44% -1.50% -0.48% 0.21% 2.85% 0.51%
Announcements
No announcements for this index.