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 219.37    
High 234.63 Low 194.92
Annualized Return (%) 0.43 Volatility 11.22
Sharpe Ratio 0.04 Sortino Ratio 0.04
Max Drawdown (%) -11.73    
Daily Return (%) 0.10 Month-to-Date Return (%) 0.77
3 Month Return (%) -2.15 6 Month Return (%) -4.75
YTD Return (%) -6.50 12 Month Return (%) 7.09
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.06 Average Positive Return (%) 1.81
Number of +ve Months 14 % +ve Months (%) 37.84
Average Negative Return (%) -1.00 Best Month (Feb 2018) (%) 9.68
Maximum Monthly Drawdown (%) -3.60    
Excel + DB Natural Gas CSA Base Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.27% 0.74% -1.44% -0.07%
2017 -0.08% 1.84% -0.32% 0.33% 0.02% -0.56% 0.53% -1.07% 0.58% -0.70% 0.29% -0.38%
2018 -3.38% -0.05% 0.69% -1.70% 0.53% -1.32% -0.08% -0.12% -0.15% -3.60% 8.53% 9.68%
2019 -2.41% -0.12% 0.51% -0.55% -1.26% -1.39% -1.21% -1.01% 0.77%
Announcements
No announcements for this index.