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 DBRCOHW          
Reuters Id N/A          
Return Data
Current Level 168.38    
High 190.87 Low 165.88
Annualized Return (%) -2.73 Volatility 5.32
Sharpe Ratio -0.51 Sortino Ratio -0.74
Max Drawdown (%) -13.09    
Daily Return (%) 0.31 Month-to-Date Return (%) 0.50
3 Month Return (%) -2.91 6 Month Return (%) -5.99
YTD Return (%) -8.69 12 Month Return (%) -11.36
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.22 Average Positive Return (%) 0.79
Number of +ve Months 17 % +ve Months (%) 45.95
Average Negative Return (%) -1.08 Best Month (Jul 2017) (%) 2.31
Maximum Monthly Drawdown (%) -2.89    
Excel + db Commodity W Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.52% -0.25% -0.50% -0.99%
2017 0.94% 0.76% -0.87% -0.04% 0.68% 0.48% 2.31% 0.42% -0.76% -0.06% -1.25% -0.79%
2018 1.05% 0.57% 0.91% -0.46% 1.29% -1.56% 0.42% 0.43% 0.53% 0.04% -2.51% 0.66%
2019 -0.66% -1.71% -0.91% 1.52% -2.89% -1.86% -0.65% -2.31% 0.50%
Announcements
No announcements for this index.