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 163.35    
High 170.73 Low 162.13
Annualized Return (%) -0.79 Volatility 2.93
Sharpe Ratio -0.27 Sortino Ratio -0.30
Max Drawdown (%) -5.04    
Daily Return (%) 0.04 Month-to-Date Return (%) -0.69
3 Month Return (%) -1.54 6 Month Return (%) -1.42
YTD Return (%) -1.39 12 Month Return (%) -0.80
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.06 Average Positive Return (%) 0.26
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -0.40 Best Month (Sep 2017) (%) 0.73
Maximum Monthly Drawdown (%) -1.76    
Excel + DB Aluminium CSA Base Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.18% -0.69% -0.29% -0.06%
2017 0.32% 0.25% 0.24% 0.30% 0.02% 0.21% 0.52% 0.16% 0.73% -0.16% 0.27% -0.38%
2018 -0.04% -0.41% 0.34% -1.76% -0.59% -0.13% 0.08% -0.39% -0.61% 0.08% 0.23% 0.62%
2019 -0.12% 0.25% 0.05% 0.04% -0.12% 0.00% -0.45% -0.35% -0.69%
Announcements
No announcements for this index.