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 5.28    
High 10.78 Low 5.28
Annualized Return (%) -19.43 Volatility 29.15
Sharpe Ratio -0.67 Sortino Ratio -1.05
Max Drawdown (%) -51.04    
Daily Return (%) -3.33 Month-to-Date Return (%) -6.79
3 Month Return (%) -11.98 6 Month Return (%) -18.97
YTD Return (%) -26.00 12 Month Return (%) -8.96
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -1.46 Average Positive Return (%) 5.96
Number of +ve Months 14 % +ve Months (%) 37.84
Average Negative Return (%) -5.98 Best Month (Jan 2019) (%) 13.04
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 -1.41% -4.58% 10.78% -9.40% -1.00% -2.30% -0.07% -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% -6.77%
Announcements
No announcements for this index.