Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
The index tracks a Vol-Controlled exposure to a portfolio of 10 funds. The leverage is capped at 100%, and any residual exposure, i.e. not invested in the Fund NAV, is assumed to be invested in overnight cash
Details
Guide guide publication summary legal
Historical Inception Date 21-Nov-2014          
Index Live Date 20-Jan-2015          
Bloomberg Id DBXEMF06          
Reuters Id N/A          
Return Data
Current Level 110.18    
High 116.63 Low 93.26
Annualized Return (%) 5.50 Volatility 5.72
Sharpe Ratio 0.69 Sortino Ratio 0.92
Max Drawdown (%) -10.58    
Daily Return (%) 0.27 Month-to-Date Return (%) 2.29
3 Month Return (%) 1.29 6 Month Return (%) 1.01
YTD Return (%) 5.00 12 Month Return (%) -0.35
Risk Free Rate (%) 1.53    
Monthly Return Statistics
Average Return (%) 0.45 Average Positive Return (%) 1.43
Number of +ve Months 26 % +ve Months (%) 70.27
Average Negative Return (%) -1.86 Best Month (Jun 2019) (%) 3.93
Maximum Monthly Drawdown (%) -5.09    
Excel + DB Mutual Funds Index 6 Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 1.05% -0.23% 0.54% 1.65%
2017 1.60% 2.25% 1.31% 1.26% 0.87% 0.65% 1.38% -0.01% 2.38% 1.12% 1.17% 0.89%
2018 2.66% -2.82% -0.89% 0.65% -1.23% -0.63% 2.62% -0.45% 0.30% -5.09% 0.42% -1.82%
2019 2.58% 1.20% 0.30% 1.67% -4.59% 3.93% 0.47% -2.66% 2.29%
Announcements
No announcements for this index.