Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
The index invests in a futures spread of an individual commodity and rolls the spread based on a fixed schedule
Details
Guide
Historical Inception Date 13-Feb-2015          
Index Live Date 23-Sep-2015          
Bloomberg Id N/A          
Reuters Id N/A          
Return Data
Current Level 202.20    
High 205.12 Low 198.00
Annualized Return (%) 0.02 Volatility 1.46
Sharpe Ratio 0.01 Sortino Ratio 0.02
Max Drawdown (%) -2.71    
Daily Return (%) -0.33 Month-to-Date Return (%) -0.37
3 Month Return (%) -0.88 6 Month Return (%) -0.74
YTD Return (%) -0.28 12 Month Return (%) -0.31
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.00 Average Positive Return (%) 0.33
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -0.31 Best Month (Mar 2019) (%) 0.95
Maximum Monthly Drawdown (%) -1.53    
Excel + DB Gas Oil CSA Base Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.05% 0.16% -0.08% 0.26%
2017 0.20% -0.09% -0.23% 0.26% -0.10% -0.56% -1.53% -0.07% 0.14% 0.72% 0.70% -0.16%
2018 0.56% 0.09% -0.23% -0.02% 0.35% 0.35% 0.08% -0.46% 0.12% -0.19% 0.28% -0.13%
2019 0.18% -0.42% 0.95% 0.33% -0.60% 0.27% -0.44% -0.17% -0.37%
Announcements
No announcements for this index.