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History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Deutsche Bank Natural Gas 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 336.03    
High 382.47 Low 278.14
Annualized Return (%) -1.22 Volatility 18.62
Sharpe Ratio -0.07 Sortino Ratio -0.06
Max Drawdown (%) -23.45    
Daily Return (%) -0.50 Month-to-Date Return (%) -2.18
3 Month Return (%) -3.47 6 Month Return (%) -3.66
YTD Return (%) -4.95 12 Month Return (%) 0.96
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.08 Average Positive Return (%) 1.29
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -1.39 Best Month (Feb 2018) (%) 4.56
Maximum Monthly Drawdown (%) -3.50    
Excel + Deutsche Bank Natural Gas Daily Reversal USD ER Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.57% -3.00% -2.03% 4.32%
2017 0.16% 0.60% 1.14% 2.00% -0.76% -0.63% -1.25% 1.04% 0.66% -0.64% -2.22% 0.83%
2018 -1.65% -3.50% -0.08% 1.09% 0.21% 0.51% 0.10% -0.48% 0.78% 3.04% -2.33% 4.56%
2019 -0.65% -0.93% 0.46% -0.22% 0.28% -1.73% -1.58% 1.54% -2.18%
Announcements
No announcements for this index.