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 530.86    
High 626.20 Low 460.88
Annualized Return (%) -3.35 Volatility 14.73
Sharpe Ratio -0.23 Sortino Ratio -0.31
Max Drawdown (%) -26.40    
Daily Return (%) 0.95 Month-to-Date Return (%) -1.24
3 Month Return (%) -0.78 6 Month Return (%) -1.60
YTD Return (%) 1.53 12 Month Return (%) 0.82
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.16 Average Positive Return (%) 3.65
Number of +ve Months 17 % +ve Months (%) 45.95
Average Negative Return (%) -3.41 Best Month (Aug 2018) (%) 17.70
Maximum Monthly Drawdown (%) -8.77    
Excel + db Commodity LH Long Short ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.30% 1.21% -0.18% -6.97%
2017 2.82% 2.76% -3.98% 2.30% -5.47% -0.09% -0.03% 2.39% 1.75% -2.34% 5.38% -2.37%
2018 0.18% 3.51% -5.78% 2.49% -5.97% -8.77% -1.54% 17.70% -8.45% -1.34% -1.79% 4.15%
2019 -2.81% 5.47% 3.05% 2.87% -3.12% -1.30% -4.61% 3.73% -1.24%
Announcements
No announcements for this index.