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 DBRCOMCT          
Reuters Id N/A          
Return Data
Current Level 67.10    
High 101.33 Low 52.24
Annualized Return (%) -1.65 Volatility 18.86
Sharpe Ratio -0.09 Sortino Ratio -0.12
Max Drawdown (%) -48.44    
Daily Return (%) 0.87 Month-to-Date Return (%) 3.86
3 Month Return (%) 24.47 6 Month Return (%) -13.18
YTD Return (%) -12.71 12 Month Return (%) -10.65
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.09 Average Positive Return (%) 5.19
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -5.29 Best Month (May 2018) (%) 16.32
Maximum Monthly Drawdown (%) -18.26    
Excel + DBLCI OY Enhanced - Cotton - CT2 Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 1.25% 2.69% -2.93% 1.96% 5.23% 7.33%
2018 -0.24% 5.36% -1.79% 1.26% 16.32% -7.91% 6.30% -6.46% -5.30% 1.79% 0.81% -7.86%
2019 3.04% -3.78% 5.84% -1.19% -11.39% -1.89% -2.72% -7.56% 3.35% 7.06% -0.92% 5.86%
2020 -2.48% -10.00% -18.26% 13.05% -2.44% 6.24% 3.86%
Announcements
No announcements for this index.