Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Deutsche Bank Copper Grade 1 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 187.23    
High 187.60 Low 177.32
Annualized Return (%) 0.01 Volatility 2.44
Sharpe Ratio 0.00 Sortino Ratio 0.00
Max Drawdown (%) -5.40    
Daily Return (%) 0.49 Month-to-Date Return (%) -0.01
3 Month Return (%) 0.83 6 Month Return (%) 1.63
YTD Return (%) 2.62 12 Month Return (%) 4.72
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.00 Average Positive Return (%) 0.51
Number of +ve Months 21 % +ve Months (%) 56.76
Average Negative Return (%) -0.66 Best Month (Feb 2018) (%) 1.53
Maximum Monthly Drawdown (%) -3.06    
Excel + Deutsche Bank Copper Grade 1 Daily Reversal USD ER Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.08% -0.68% -3.06% 0.03%
2017 0.64% 0.78% -0.53% 0.33% -0.59% -0.25% -0.75% 0.16% -0.06% 0.10% 0.12% -0.53%
2018 1.16% -1.20% 0.08% 0.64% 0.36% -1.62% 0.57% 0.09% -0.16% 0.24% 0.09% 1.53%
2019 1.51% -0.58% -0.07% 0.83% -0.35% 0.70% 0.69% -0.11% -0.01%
Announcements
No announcements for this index.