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 150.97    
High 153.81 Low 150.60
Annualized Return (%) -0.33 Volatility 1.17
Sharpe Ratio -0.28 Sortino Ratio -0.32
Max Drawdown (%) -2.09    
Daily Return (%) -0.32 Month-to-Date Return (%) 0.14
3 Month Return (%) -1.31 6 Month Return (%) -1.36
YTD Return (%) -1.49 12 Month Return (%) -1.54
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.03 Average Positive Return (%) 0.13
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -0.21 Best Month (Jul 2018) (%) 0.40
Maximum Monthly Drawdown (%) -1.55    
Excel + DB Nickel CSA Base Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.10% 0.10% 0.03% -0.02%
2017 0.22% -0.04% 0.12% 0.01% -0.07% 0.03% 0.00% 0.16% 0.37% -0.42% 0.03% -0.15%
2018 -0.17% -0.03% 0.03% 0.02% 0.13% 0.13% 0.40% -0.13% -0.03% -0.37% 0.07% 0.20%
2019 -0.13% 0.03% 0.05% -0.08% -0.21% -0.04% 0.30% -1.55% 0.14%
Announcements
No announcements for this index.