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 DBRCOHS          
Reuters Id N/A          
Return Data
Current Level 117.68    
High 117.89 Low 99.26
Annualized Return (%) 5.84 Volatility 3.14
Sharpe Ratio 1.86 Sortino Ratio 2.69
Max Drawdown (%) -2.74    
Daily Return (%) 0.16 Month-to-Date Return (%) 0.16
3 Month Return (%) 2.39 6 Month Return (%) 2.09
YTD Return (%) 2.79 12 Month Return (%) 3.98
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.46 Average Positive Return (%) 0.74
Number of +ve Months 28 % +ve Months (%) 75.68
Average Negative Return (%) -0.41 Best Month (Mar 2018) (%) 2.46
Maximum Monthly Drawdown (%) -1.80    
Excel + db Commodity S Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.71% 0.44% 0.79% 0.07%
2017 -0.53% 1.65% 0.12% 0.03% -0.40% 0.68% 0.07% 1.88% 0.08% 0.46% 0.45% 0.29%
2018 0.81% -1.80% 2.46% -0.13% 1.25% 0.89% 0.91% 1.60% 1.23% -0.26% -0.05% 0.69%
2019 0.33% 0.44% -0.33% 0.18% 0.32% -0.06% 1.87% -0.13% 0.16%
Announcements
No announcements for this index.