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 159.07    
High 160.79 Low 154.46
Annualized Return (%) 0.98 Volatility 1.18
Sharpe Ratio 0.83 Sortino Ratio 1.05
Max Drawdown (%) -1.79    
Daily Return (%) 0.10 Month-to-Date Return (%) 0.20
3 Month Return (%) 0.52 6 Month Return (%) -0.25
YTD Return (%) 0.47 12 Month Return (%) -0.38
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.08 Average Positive Return (%) 0.25
Number of +ve Months 24 % +ve Months (%) 64.86
Average Negative Return (%) -0.23 Best Month (Jul 2017) (%) 0.65
Maximum Monthly Drawdown (%) -1.06    
Excel + DB Copper CSA Base Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.11% -0.08% 0.36% 0.02%
2017 0.47% 0.37% 0.54% -0.18% 0.03% 0.13% 0.65% 0.20% 0.03% 0.10% 0.12% 0.21%
2018 0.31% 0.23% 0.05% 0.20% -0.06% -0.08% -0.07% -0.27% -0.06% -0.09% -0.49% -0.28%
2019 0.50% 0.18% -0.01% 0.44% -1.06% 0.27% 0.27% -0.30% 0.20%
Announcements
No announcements for this index.