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 N/A          
Reuters Id N/A          
Return Data
Current Level 186.44    
High 186.99 Low 160.66
Annualized Return (%) 4.17 Volatility 5.47
Sharpe Ratio 0.76 Sortino Ratio 1.07
Max Drawdown (%) -5.35    
Daily Return (%) -0.29 Month-to-Date Return (%) 1.76
3 Month Return (%) 2.36 6 Month Return (%) 1.50
YTD Return (%) 1.67 12 Month Return (%) 2.40
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.34 Average Positive Return (%) 1.20
Number of +ve Months 23 % +ve Months (%) 62.16
Average Negative Return (%) -1.08 Best Month (Jan 2017) (%) 3.59
Maximum Monthly Drawdown (%) -2.11    
Excel + db Commodity LC Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.69% 0.61% 1.35% -1.23%
2017 0.09% -0.90% 2.07% 1.15% -1.65% 1.87% 1.44% 3.21% 1.69% -1.06% 3.59% -2.11%
2018 1.58% 0.41% -0.70% -1.44% -0.37% 0.08% -0.62% 1.01% 1.09% 0.78% -1.21% 0.87%
2019 -1.82% 0.63% 1.51% 0.05% -1.22% 0.42% -0.08% 0.46% 1.75%
Announcements
No announcements for this index.