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Description
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Details
Guide legal guide
Historical Inception Date 04-Apr-1996          
Index Live Date 13-Mar-2015          
Bloomberg Id DBGLS2U5          
Reuters Id .DBGLS2U5          
Return Data
Current Level 3739.79    
High 3892.94 Low 3486.40
Annualized Return (%) -0.61 Volatility 5.56
Sharpe Ratio -0.34 Sortino Ratio -0.43
Max Drawdown (%) -10.44    
Daily Return (%) 0.02 Month-to-Date Return (%) 0.31
3 Month Return (%) 1.21 6 Month Return (%) 3.88
YTD Return (%) 2.31 12 Month Return (%) 5.36
Risk Free Rate (%) 1.29    
Monthly Return Statistics
Average Return (%) -0.03 Average Positive Return (%) 1.42
Number of +ve Months 21 % +ve Months (%) 56.76
Average Negative Return (%) -1.93 Best Month (Jun 2019) (%) 4.61
Maximum Monthly Drawdown (%) -4.91    
Excel + CROCI Sectors II 5.5% Volatility Control Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2018 0.05% -1.14% 1.63% -0.41% 0.68% -4.91% 0.52% -2.74%
2019 2.94% -0.17% -0.56% 0.92% -3.90% 4.61% -0.46% -2.27% 1.62% 3.08% 1.38% 1.04%
2020 -2.74% -2.82% -3.36% 0.85% 0.84% -0.09% 0.11% 0.31% -0.74% -2.02% 3.70% 0.70%
2021 0.40% -2.52% 3.67% 0.53% 0.31%
Announcements
No announcements for this index.