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 DBRCOHCC          
Reuters Id N/A          
Return Data
Current Level 91.02    
High 97.32 Low 91.02
Annualized Return (%) -2.21 Volatility 3.87
Sharpe Ratio -0.57 Sortino Ratio -0.79
Max Drawdown (%) -6.48    
Daily Return (%) -0.54 Month-to-Date Return (%) -0.85
3 Month Return (%) -1.72 6 Month Return (%) -3.32
YTD Return (%) -3.35 12 Month Return (%) -1.80
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.18 Average Positive Return (%) 0.69
Number of +ve Months 17 % +ve Months (%) 45.95
Average Negative Return (%) -0.91 Best Month (May 2018) (%) 2.12
Maximum Monthly Drawdown (%) -2.03    
Excel + db Commodity CC Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.27% -1.57% 1.09% -0.63%
2017 0.10% -0.48% -0.99% 0.15% 0.46% 0.98% -1.29% -1.27% -1.98% 0.33% -0.46% -0.39%
2018 1.12% 0.45% -0.65% -0.52% 2.12% -1.57% 1.16% -0.75% -0.67% 0.34% 0.46% 1.56%
2019 0.83% -0.17% -2.03% -0.12% 0.09% 0.42% 0.01% -1.55% -0.85%
Announcements
No announcements for this index.