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 DBRCOLCT          
Reuters Id N/A          
Return Data
Current Level 72.14    
High 104.06 Low 63.69
Annualized Return (%) -3.45 Volatility 14.61
Sharpe Ratio -0.24 Sortino Ratio -0.30
Max Drawdown (%) -38.80    
Daily Return (%) -0.20 Month-to-Date Return (%) 0.60
3 Month Return (%) -8.55 6 Month Return (%) -14.57
YTD Return (%) -18.85 12 Month Return (%) -16.08
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.16 Average Positive Return (%) 3.33
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -3.85 Best Month (May 2018) (%) 14.71
Maximum Monthly Drawdown (%) -14.46    
Excel + DBLCI OY Enhanced - Cotton - CT3 Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 -0.49% -4.10% 0.21% 2.72% -2.64% 1.99% 2.03% 5.37%
2018 0.00% 3.49% 0.80% 0.63% 14.71% -5.82% 5.14% -3.63% -3.18% 1.44% 0.22% -4.84%
2019 1.23% -1.24% 2.95% -0.25% -8.42% -1.49% -1.18% -4.99% 2.68% 5.60% -1.02% 5.27%
2020 -2.32% -9.15% -14.46% 6.27% 0.60%
Announcements
No announcements for this index.