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 02-Dec-1988          
Index Live Date 15-Sep-2009          
Bloomberg Id DBLCKCUE          
Reuters Id N/A          
Return Data
Current Level 5.88    
High 9.48 Low 5.01
Annualized Return (%) -13.56 Volatility 30.35
Sharpe Ratio -0.45 Sortino Ratio -0.70
Max Drawdown (%) -47.13    
Daily Return (%) -0.77 Month-to-Date Return (%) 9.51
3 Month Return (%) -4.57 6 Month Return (%) 6.51
YTD Return (%) -17.59 12 Month Return (%) -7.58
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.83 Average Positive Return (%) 6.15
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -7.44 Best Month (Jul 2020) (%) 17.77
Maximum Monthly Drawdown (%) -20.86    
Excel + DBLCI KC Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 1.18% -1.79%
2018 -3.45% -1.66% -3.16% 2.21% 0.73% -8.71% -4.52% -10.08% 0.64% 10.01% -7.67% -5.30%
2019 3.98% -9.66% -4.01% -4.02% 12.29% 2.03% -8.95% -6.18% 4.44% 0.79% 13.04% 8.95%
2020 -20.86% 6.22% 7.37% -12.05% -9.41% 3.19% 17.77% 6.43% -14.03% -5.90% 9.42%
Announcements
No announcements for this index.