Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
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 3273.63    
High 3560.45 Low 2849.32
Annualized Return (%) 3.97 Volatility 5.42
Sharpe Ratio 0.71 Sortino Ratio 0.96
Max Drawdown (%) -8.46    
Daily Return (%) -0.15 Month-to-Date Return (%) -0.24
3 Month Return (%) -4.46 6 Month Return (%) -3.38
YTD Return (%) -2.79 12 Month Return (%) -6.31
Risk Free Rate (%) 0.11    
Monthly Return Statistics
Average Return (%) 0.33 Average Positive Return (%) 1.38
Number of +ve Months 22 % +ve Months (%) 59.46
Average Negative Return (%) -1.21 Best Month (Jun 2014) (%) 3.61
Maximum Monthly Drawdown (%) -3.65    
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
2012 -0.27% 0.51% -0.98% 0.71% 0.85%
2013 3.32% 0.45% 1.24% 1.50% 0.18% -1.51% 1.34% -0.85% 3.14% 2.38% 0.35% 0.24%
2014 -1.95% 1.43% 0.68% 0.86% 1.90% 3.61% -0.49% 1.55% -1.93% -2.84% -0.66% 0.13%
2015 -1.30% 2.08% -0.83% 1.81% -0.58% -3.65% -0.01% -0.24%
Announcements
No announcements for this index.