Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
After-cost Euro hedged version of the DBRCSPUE Index
Details
Guide guide
Historical Inception Date 11-Feb-2003          
Index Live Date 07-Jun-2017          
Bloomberg Id DBRCSPEN          
Reuters Id N/A          
Return Data
Current Level 195.86    
High 201.61 Low 195.86
Annualized Return (%) -0.68 Volatility 1.82
Sharpe Ratio -0.37 Sortino Ratio -0.44
Max Drawdown (%) -2.85    
Daily Return (%) -0.44 Month-to-Date Return (%) -0.14
3 Month Return (%) -1.37 6 Month Return (%) -2.33
YTD Return (%) -2.83 12 Month Return (%) -1.88
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.05 Average Positive Return (%) 0.26
Number of +ve Months 16 % +ve Months (%) 43.24
Average Negative Return (%) -0.29 Best Month (Feb 2018) (%) 1.56
Maximum Monthly Drawdown (%) -0.80    
Excel + DB Commodity Pairs Curve Spread Alpha EUR ERAC Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.05% 0.15% -0.40% 0.08%
2017 0.06% 0.11% 0.05% 0.17% -0.16% 0.17% 0.20% 0.13% -0.18% -0.11% 0.22% -0.26%
2018 0.01% -0.09% 0.06% -0.07% 0.54% -0.80% 0.33% -0.23% -0.50% -0.38% 0.25% 1.56%
2019 -0.35% -0.23% -0.22% -0.20% -0.41% -0.34% -0.17% -0.79% -0.14%
Announcements
No announcements for this index.