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 116.42    
High 117.69 Low 114.97
Annualized Return (%) 0.39 Volatility 1.07
Sharpe Ratio 0.36 Sortino Ratio 0.53
Max Drawdown (%) -1.96    
Daily Return (%) 0.05 Month-to-Date Return (%) 0.10
3 Month Return (%) 0.03 6 Month Return (%) -0.03
YTD Return (%) 0.36 12 Month Return (%) -0.32
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.03 Average Positive Return (%) 0.21
Number of +ve Months 21 % +ve Months (%) 56.76
Average Negative Return (%) -0.21 Best Month (Jan 2019) (%) 0.56
Maximum Monthly Drawdown (%) -0.55    
Excel + DB Copper Grade A CSA Base Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.25% -0.05% -0.23% 0.07%
2017 0.24% -0.04% 0.25% 0.26% 0.07% 0.08% 0.53% 0.18% 0.19% -0.23% 0.16% 0.17%
2018 0.23% 0.02% -0.02% 0.04% -0.30% -0.13% 0.17% -0.29% -0.36% -0.55% -0.31% 0.43%
2019 0.56% -0.11% -0.12% 0.33% -0.11% -0.20% 0.15% -0.23% 0.10%
Announcements
No announcements for this index.