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 01-Dec-1988          
Index Live Date 15-Sep-2009          
Bloomberg Id DBLCLCUE          
Reuters Id N/A          
Return Data
Current Level 71.91    
High 105.32 Low 61.47
Annualized Return (%) -10.18 Volatility 19.75
Sharpe Ratio -0.52 Sortino Ratio -0.70
Max Drawdown (%) -41.64    
Daily Return (%) -1.56 Month-to-Date Return (%) 9.29
3 Month Return (%) -7.36 6 Month Return (%) -21.52
YTD Return (%) -21.34 12 Month Return (%) -17.18
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.74 Average Positive Return (%) 3.82
Number of +ve Months 16 % +ve Months (%) 43.24
Average Negative Return (%) -4.22 Best Month (May 2020) (%) 9.29
Maximum Monthly Drawdown (%) -10.93    
Excel + DBLCI LC Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 2.31% -4.44% -3.20% -5.85% 4.21% 9.00% -4.57% -2.74%
2018 -0.37% 0.28% -10.93% 3.44% -0.95% 2.67% -0.49% -0.48% 4.87% -1.60% -0.76% 2.80%
2019 0.66% 2.81% -1.62% -3.99% -6.71% 1.24% 2.09% -8.10% 6.21% 6.28% 2.98% -0.22%
2020 -5.55% -10.11% -9.20% -6.65% 9.29%
Announcements
No announcements for this index.