Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
N/A
Details
Guide
Historical Inception Date 03-Jan-1990          
Index Live Date 08-Aug-2011          
Bloomberg Id DBRCOFCT          
Reuters Id N/A          
Return Data
Current Level 25.52    
High 39.90 Low 19.61
Annualized Return (%) -5.66 Volatility 22.37
Sharpe Ratio -0.25 Sortino Ratio -0.38
Max Drawdown (%) -50.86    
Daily Return (%) -3.84 Month-to-Date Return (%) -0.48
3 Month Return (%) 13.82 6 Month Return (%) -7.57
YTD Return (%) -9.49 12 Month Return (%) 3.52
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.26 Average Positive Return (%) 4.98
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -5.22 Best Month (Apr 2020) (%) 12.07
Maximum Monthly Drawdown (%) -16.85    
Excel + DBLCI OY Enhanced - Cotton - CT0 ER Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 0.54% -3.50% -0.10% 6.23% 7.99%
2018 -1.72% 5.63% -1.77% 3.14% 11.10% -8.79% 6.76% -8.23% -7.12% 0.64% 0.63% -8.50%
2019 3.05% -3.72% 6.58% -1.73% -11.33% -1.06% -3.39% -7.85% 3.40% 5.93% -1.16% 5.65%
2020 -2.24% -9.65% -16.85% 12.07% 0.45% 6.87% 2.92% -0.48%
Announcements
No announcements for this index.