Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Deutsche Bank WTI Crude Oil 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 253.81    
High 256.44 Low 206.45
Annualized Return (%) 6.88 Volatility 7.10
Sharpe Ratio 0.97 Sortino Ratio 1.59
Max Drawdown (%) -6.18    
Daily Return (%) 0.65 Month-to-Date Return (%) 0.33
3 Month Return (%) 3.03 6 Month Return (%) 0.26
YTD Return (%) -0.48 12 Month Return (%) 17.98
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.58 Average Positive Return (%) 2.05
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -0.98 Best Month (Feb 2018) (%) 13.25
Maximum Monthly Drawdown (%) -3.91    
Excel + Deutsche Bank WTI Crude Oil Daily Reversal USD ER Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 2.69% 0.32% 4.56% -3.91%
2017 0.53% 0.56% -1.83% -0.70% 1.18% -0.46% -0.52% 2.38% -0.09% 0.34% -0.84% 0.39%
2018 -0.53% -2.00% 0.32% -0.22% 0.11% -0.21% 1.74% -0.03% -0.33% -0.75% 5.78% 13.25%
2019 -1.13% -0.08% 0.69% -0.98% -3.02% 1.37% 0.01% 2.42% 0.33%
Announcements
No announcements for this index.