Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
The DB Liquid Commodity Front Month Aluminum Futures Index intends to reflect the performance of Aluminum, by tracking the performance of the next liquid aluminum futures contract (as detailed in the Index Description), traded on the London Metal Exchange Ltd. During the roll period, the sale and replacement process occurs over a five day period. For further details on the methodology, please contact INDEX.DATA@DB.COM
Details
Guide
Historical Inception Date 10-Jan-2017          
Index Live Date 08-Aug-2011          
Bloomberg Id DBRCOFLA          
Reuters Id .DBRCOFLA          
Return Data
Current Level 37.18    
High 56.79 Low 36.51
Annualized Return (%) -3.04 Volatility 18.15
Sharpe Ratio -0.17 Sortino Ratio -0.26
Max Drawdown (%) -35.72    
Daily Return (%) -0.45 Month-to-Date Return (%) -1.51
3 Month Return (%) -3.30 6 Month Return (%) -6.67
YTD Return (%) -8.68 12 Month Return (%) -13.15
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.14 Average Positive Return (%) 4.48
Number of +ve Months 13 % +ve Months (%) 37.14
Average Negative Return (%) -2.87 Best Month (Apr 2018) (%) 13.22
Maximum Monthly Drawdown (%) -7.04    
Excel + DBLCI OY Enhanced - Aluminium - MAL0 ER Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 3.80% 5.72% 1.69% -2.93% 0.64% -0.69% -0.60% 10.21% -1.34% 2.58% -5.53% 10.74%
2018 -2.55% -3.97% -6.45% 13.22% 1.91% -7.04% -2.82% 1.85% -2.89% -5.64% 0.08% -6.32%
2019 3.46% -0.26% -0.46% -6.59% -0.43% -0.08% -0.44% -3.03% -1.65% 2.29% -1.51%
Announcements
No announcements for this index.