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 DBRCOHCT          
Reuters Id N/A          
Return Data
Current Level 130.86    
High 137.50 Low 119.15
Annualized Return (%) 1.82 Volatility 5.54
Sharpe Ratio 0.33 Sortino Ratio 0.50
Max Drawdown (%) -6.95    
Daily Return (%) 0.34 Month-to-Date Return (%) 1.08
3 Month Return (%) 1.06 6 Month Return (%) -3.45
YTD Return (%) -3.53 12 Month Return (%) -1.21
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.16 Average Positive Return (%) 1.17
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -0.90 Best Month (May 2018) (%) 7.95
Maximum Monthly Drawdown (%) -4.64    
Excel + db Commodity CT Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.27% -0.08% -0.57% 0.26%
2017 -0.48% 3.03% -1.24% 0.13% -1.49% -1.81% 0.03% 0.52% -0.41% 1.11% -0.60% -1.18%
2018 0.29% -0.11% 1.01% -0.29% 7.95% -0.98% 0.67% 1.22% 1.51% 0.78% 0.12% -0.23%
2019 -0.50% 0.94% -0.97% 0.85% -4.64% -0.23% 0.45% -0.43% 1.08%
Announcements
No announcements for this index.