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Description
N/A
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 3604.41    
High 4017.31 Low 3486.40
Annualized Return (%) 0.33 Volatility 5.64
Sharpe Ratio -0.23 Sortino Ratio -0.29
Max Drawdown (%) -13.22    
Daily Return (%) 0.18 Month-to-Date Return (%) 0.45
3 Month Return (%) 1.58 6 Month Return (%) -6.56
YTD Return (%) -6.68 12 Month Return (%) 0.64
Risk Free Rate (%) 1.6    
Monthly Return Statistics
Average Return (%) 0.05 Average Positive Return (%) 1.50
Number of +ve Months 21 % +ve Months (%) 56.76
Average Negative Return (%) -1.85 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
2017 1.01% 2.74% 1.60% 1.21% 0.87%
2018 3.24% -2.24% -1.20% 0.09% -0.61% -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% 0.45%
Announcements
No announcements for this index.