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 90.82    
High 105.32 Low 75.27
Annualized Return (%) 4.75 Volatility 16.49
Sharpe Ratio 0.29 Sortino Ratio 0.43
Max Drawdown (%) -28.54    
Daily Return (%) 0.09 Month-to-Date Return (%) 2.08
3 Month Return (%) 16.26 6 Month Return (%) 3.56
YTD Return (%) -0.21 12 Month Return (%) 3.25
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.48 Average Positive Return (%) 3.78
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -3.39 Best Month (Apr 2017) (%) 11.86
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
2016 2.85% 3.66%
2017 -0.89% 3.28% 2.40% 11.86% 2.83% -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% 2.09%
Announcements
No announcements for this index.