Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
N/A
Details
Guide guide
Historical Inception Date 03-Jan-2002          
Index Live Date 13-Jun-2017          
Bloomberg Id DBCMMULE          
Reuters Id N/A          
Return Data
Current Level 1221.58    
High 1473.63 Low 981.63
Annualized Return (%) 7.56 Volatility 20.21
Sharpe Ratio 0.37 Sortino Ratio 0.55
Max Drawdown (%) -28.28    
Daily Return (%) 1.61 Month-to-Date Return (%) 5.17
3 Month Return (%) 14.78 6 Month Return (%) -1.16
YTD Return (%) 9.53 12 Month Return (%) 4.87
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.74 Average Positive Return (%) 4.98
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -4.25 Best Month () (%) 10.63
Maximum Monthly Drawdown (%) -10.11    
Excel + DB Commodity Momentum Alpha Long ER Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 10.63% -2.22% 9.42% -4.20%
2017 6.10% 1.23% -3.27% -4.59% -3.94% 0.97% 5.19% 9.06% -2.05% 5.27% -1.83% 9.31%
2018 5.73% -6.83% -1.68% 3.14% 6.50% -4.47% -8.86% -3.91% 1.68% -7.34% 0.36% -2.42%
2019 7.91% 3.86% -1.71% -2.84% -10.11% 3.32% 2.88% 1.83% 5.17%
Announcements
No announcements for this index.