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 101.58    
High 108.49 Low 100.97
Annualized Return (%) 0.15 Volatility 3.19
Sharpe Ratio 0.05 Sortino Ratio 0.07
Max Drawdown (%) -6.93    
Daily Return (%) -0.30 Month-to-Date Return (%) -0.27
3 Month Return (%) -2.02 6 Month Return (%) -4.43
YTD Return (%) -4.74 12 Month Return (%) -5.84
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.02 Average Positive Return (%) 0.73
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -0.74 Best Month (Apr 2017) (%) 2.10
Maximum Monthly Drawdown (%) -1.69    
Excel + DB RBOB Gasoline CSA Base Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.55% 0.47% 0.42% 0.45%
2017 0.97% 0.85% -1.69% 2.10% -1.04% 0.86% -1.33% 0.50% 1.39% -0.78% 1.04% 0.55%
2018 -0.43% 0.31% 1.04% -0.14% 0.78% -0.49% -0.17% 0.33% 0.17% 0.25% -0.86% -0.70%
2019 0.90% -0.17% -1.48% -1.47% -0.97% -0.55% -0.34% -0.47% -0.27%
Announcements
No announcements for this index.