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 112.08    
High 114.68 Low 111.72
Annualized Return (%) -0.10 Volatility 2.01
Sharpe Ratio -0.05 Sortino Ratio -0.06
Max Drawdown (%) -2.58    
Daily Return (%) 0.10 Month-to-Date Return (%) 0.01
3 Month Return (%) -0.37 6 Month Return (%) -0.64
YTD Return (%) -0.19 12 Month Return (%) -1.16
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.01 Average Positive Return (%) 0.33
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -0.33 Best Month (Feb 2018) (%) 0.89
Maximum Monthly Drawdown (%) -1.03    
Excel + DB Lead CSA Base Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.32% 0.47% -0.13% -0.16%
2017 0.30% -0.27% 0.23% -0.09% 0.47% -0.25% 0.78% 0.02% -0.89% 0.49% -0.62% 0.75%
2018 -0.84% 0.89% -0.25% -0.10% 0.28% -0.32% 0.45% -0.21% -0.12% -1.03% -0.26% 0.03%
2019 0.07% 0.16% 0.14% 0.08% -0.13% -0.04% -0.09% -0.40% 0.01%
Announcements
No announcements for this index.