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 DBCMMUSE          
Reuters Id N/A          
Return Data
Current Level 190.53    
High 201.19 Low 135.35
Annualized Return (%) 12.07 Volatility 18.73
Sharpe Ratio 0.64 Sortino Ratio 0.97
Max Drawdown (%) -26.48    
Daily Return (%) 3.56 Month-to-Date Return (%) 9.35
3 Month Return (%) 19.79 6 Month Return (%) 7.05
YTD Return (%) 26.43 12 Month Return (%) 15.93
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 1.06 Average Positive Return (%) 5.50
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -3.15 Best Month (Jan 2019) (%) 14.47
Maximum Monthly Drawdown (%) -7.48    
Excel + DB Commodity Momentum Alpha Short ER Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 6.31% -0.99% 7.66% -2.90%
2017 6.94% 1.02% -0.10% -3.73% -2.94% 1.80% 5.90% 9.25% -2.15% 2.71% -1.44% 7.80%
2018 3.42% -4.50% -1.74% 2.99% 4.02% -3.74% -6.27% -3.24% 1.73% -6.93% -3.62% -3.66%
2019 14.47% 4.69% -1.41% -3.03% -7.48% 6.16% 2.74% 0.00% 9.35%
Announcements
No announcements for this index.