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 15-Jan-2002          
Index Live Date 11-Nov-2011          
Bloomberg Id N/A          
Reuters Id N/A          
Return Data
Current Level 194.70    
High 205.26 Low 181.86
Annualized Return (%) 1.51 Volatility 4.33
Sharpe Ratio 0.35 Sortino Ratio 0.57
Max Drawdown (%) -5.75    
Daily Return (%) 0.02 Month-to-Date Return (%) -0.15
3 Month Return (%) -0.98 6 Month Return (%) -3.12
YTD Return (%) -0.82 12 Month Return (%) -2.52
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.13 Average Positive Return (%) 0.90
Number of +ve Months 23 % +ve Months (%) 62.16
Average Negative Return (%) -1.14 Best Month (Apr 2017) (%) 2.56
Maximum Monthly Drawdown (%) -2.77    
Excel + db Commodity FC Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.48% -2.77% 1.19% 0.12%
2017 0.61% 1.96% 0.14% 2.56% -1.23% 0.84% 0.92% 0.08% 0.16% 0.56% 0.55% -0.63%
2018 0.51% 2.04% 0.57% -0.87% -0.64% -0.69% 1.84% -1.78% 1.13% -1.47% -1.03% 0.37%
2019 0.64% 0.88% 2.46% -0.98% -2.08% -0.84% 0.10% -0.78% -0.16%
Announcements
No announcements for this index.