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 142.49    
High 146.11 Low 141.32
Annualized Return (%) -0.03 Volatility 1.45
Sharpe Ratio -0.02 Sortino Ratio -0.03
Max Drawdown (%) -2.48    
Daily Return (%) -0.15 Month-to-Date Return (%) -0.28
3 Month Return (%) -0.72 6 Month Return (%) -1.25
YTD Return (%) -0.93 12 Month Return (%) -1.95
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.00 Average Positive Return (%) 0.31
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -0.37 Best Month (Jan 2018) (%) 0.84
Maximum Monthly Drawdown (%) -0.73    
Excel + DB Heating Oil CSA Base Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.01% 0.61% 0.06% 0.61%
2017 0.02% -0.08% -0.52% 0.23% -0.30% -0.16% -0.73% -0.59% 0.65% 0.54% 0.70% -0.65%
2018 0.84% 0.42% 0.33% -0.40% 0.45% 0.06% 0.04% -0.34% 0.06% -0.19% -0.69% -0.12%
2019 0.14% -0.40% 0.39% 0.02% -0.40% 0.00% -0.17% -0.25% -0.28%
Announcements
No announcements for this index.