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 DBRCWSUE          
Reuters Id N/A          
Return Data
Current Level 427.13    
High 479.41 Low 425.44
Annualized Return (%) -0.45 Volatility 5.52
Sharpe Ratio -0.08 Sortino Ratio -0.10
Max Drawdown (%) -10.90    
Daily Return (%) -4.09 Month-to-Date Return (%) -3.56
3 Month Return (%) -6.97 6 Month Return (%) -9.83
YTD Return (%) -9.34 12 Month Return (%) -5.60
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.02 Average Positive Return (%) 1.33
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -1.45 Best Month (Feb 2018) (%) 2.87
Maximum Monthly Drawdown (%) -3.56    
Excel + DB WTI Crude CSA Base Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -1.10% -0.23% 1.46% 1.50%
2017 -0.55% -1.03% 0.51% -0.25% -1.17% 1.11% -1.59% 2.55% -2.05% 0.38% 0.20% 1.28%
2018 0.05% -1.10% 1.25% 1.33% 1.56% -3.36% 2.28% 0.51% 1.57% 1.64% -0.87% 2.87%
2019 -1.22% 2.49% -2.02% -0.91% -1.41% -1.12% 0.76% -2.63% -3.56%
Announcements
No announcements for this index.