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 DBRCOHSB          
Reuters Id N/A          
Return Data
Current Level 124.56    
High 143.33 Low 123.50
Annualized Return (%) -3.09 Volatility 5.75
Sharpe Ratio -0.54 Sortino Ratio -0.80
Max Drawdown (%) -13.84    
Daily Return (%) 0.42 Month-to-Date Return (%) -0.42
3 Month Return (%) 0.57 6 Month Return (%) -2.47
YTD Return (%) -1.80 12 Month Return (%) -1.26
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.24 Average Positive Return (%) 1.15
Number of +ve Months 15 % +ve Months (%) 40.54
Average Negative Return (%) -1.19 Best Month (Jan 2017) (%) 3.28
Maximum Monthly Drawdown (%) -2.76    
Excel + db Commodity SB Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 1.43% 0.55% -2.76% 1.50%
2017 3.28% -0.58% -1.38% -1.78% -0.80% 0.09% 0.98% 1.04% -2.04% -0.52% -0.69% -0.44%
2018 -0.11% -1.86% 0.83% -2.44% -0.79% -1.28% 1.95% -2.54% 0.19% 1.09% 0.15% -0.36%
2019 2.15% -0.92% -1.40% 0.46% -0.89% -1.37% 1.52% -0.88% -0.42%
Announcements
No announcements for this index.