Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Short leg of the DBRCBWSE Index
Details
Guide guide
Historical Inception Date 03-Jan-2002          
Index Live Date 07-Jun-2017          
Bloomberg Id DBRCBWSS          
Reuters Id N/A          
Return Data
Current Level 129.18    
High 136.05 Low 98.71
Annualized Return (%) 7.70 Volatility 17.93
Sharpe Ratio 0.43 Sortino Ratio 0.64
Max Drawdown (%) -22.61    
Daily Return (%) 1.41 Month-to-Date Return (%) 5.96
3 Month Return (%) 21.04 6 Month Return (%) 8.71
YTD Return (%) 22.15 12 Month Return (%) 15.35
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.70 Average Positive Return (%) 4.49
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -3.29 Best Month (Jan 2019) (%) 10.75
Maximum Monthly Drawdown (%) -7.02    
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Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 7.17% -2.14% 4.99% -1.46%
2017 2.87% -0.04% -1.28% -4.41% -3.28% 0.08% 5.09% 7.58% -0.73% 3.35% -2.95% 8.19%
2018 3.33% -5.05% -2.61% 3.02% 4.64% -2.96% -6.68% -3.03% 1.24% -4.70% 1.19% -6.69%
2019 10.75% 2.90% -1.83% -2.43% -7.02% 3.91% 4.31% 4.78% 5.96%
Announcements
No announcements for this index.