Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Long leg of the DBRCBWSE Index
Details
Guide guide
Historical Inception Date 03-Jan-2002          
Index Live Date 07-Jun-2017          
Bloomberg Id DBRCBWSL          
Reuters Id N/A          
Return Data
Current Level 365.96    
High 421.88 Low 297.03
Annualized Return (%) 7.20 Volatility 19.06
Sharpe Ratio 0.38 Sortino Ratio 0.56
Max Drawdown (%) -25.76    
Daily Return (%) 5.01 Month-to-Date Return (%) 9.28
3 Month Return (%) 15.87 6 Month Return (%) 2.18
YTD Return (%) 14.36 12 Month Return (%) 5.86
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.70 Average Positive Return (%) 4.95
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -3.78 Best Month (Aug 2017) (%) 10.16
Maximum Monthly Drawdown (%) -9.48    
Excel + DB Commodity Backwardation Simplified Long USD ER Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 6.50% -2.26% 8.22% -3.58%
2017 5.89% 1.27% -1.36% -4.41% -3.59% 1.54% 3.73% 10.16% -1.99% 3.52% -0.80% 7.52%
2018 4.65% -6.77% -0.22% 3.19% 3.49% -3.20% -7.93% -2.48% 4.13% -5.37% 0.54% -9.48%
2019 9.71% 3.95% -1.56% -2.53% -9.32% 5.06% 1.61% -1.21% 9.28%
Announcements
No announcements for this index.