Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Deutsche Bank Brent Crude Daily Reversal USD ER Index
Details
Guide
Historical Inception Date 03-Nov-2000          
Index Live Date 20-Apr-2018          
Bloomberg Id N/A          
Reuters Id N/A          
Return Data
Current Level 267.63    
High 269.89 Low 222.03
Annualized Return (%) 6.31 Volatility 6.36
Sharpe Ratio 0.99 Sortino Ratio 1.53
Max Drawdown (%) -6.07    
Daily Return (%) 0.50 Month-to-Date Return (%) 0.18
3 Month Return (%) 3.21 6 Month Return (%) 1.03
YTD Return (%) -0.11 12 Month Return (%) 13.55
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.52 Average Positive Return (%) 1.79
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -0.97 Best Month (Feb 2018) (%) 10.08
Maximum Monthly Drawdown (%) -4.36    
Excel + Deutsche Bank Brent Crude Daily Reversal USD ER Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 3.30% 0.13% 4.01% -4.36%
2017 0.32% 0.52% -1.53% -0.49% 1.11% -0.56% -0.53% 2.34% -0.38% 0.28% -0.59% 0.45%
2018 -0.15% -1.81% -0.09% -0.33% 0.26% 1.49% 2.90% -0.06% -0.56% -0.89% 4.56% 10.08%
2019 -1.35% 0.05% 0.18% -0.33% -2.44% 0.98% 0.40% 2.30% 0.18%
Announcements
No announcements for this index.