Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Kansas Wheat Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
Details
Guide guide
Historical Inception Date 04-Jan-1989          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYEKW          
Reuters Id .DBLCYEKW          
Return Data
Current Level 22.69    
High 43.49 Low 22.07
Annualized Return (%) -19.07 Volatility 23.29
Sharpe Ratio -0.82 Sortino Ratio -1.37
Max Drawdown (%) -49.24    
Daily Return (%) 0.01 Month-to-Date Return (%) -1.09
3 Month Return (%) -9.88 6 Month Return (%) -12.04
YTD Return (%) -13.97 12 Month Return (%) -14.99
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -1.44 Average Positive Return (%) 6.49
Number of +ve Months 13 % +ve Months (%) 35.14
Average Negative Return (%) -5.74 Best Month (May 2019) (%) 20.05
Maximum Monthly Drawdown (%) -12.67    
Excel + DBLCI-OY KW Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 -10.34% -11.30% 1.24% -4.99% -1.18% -0.54%
2018 8.57% 8.34% -9.79% 10.54% 0.93% -10.75% 9.94% -4.04% -5.38% -1.91% -3.34% -1.73%
2019 1.27% -12.67% -3.42% -9.99% 20.05% -6.30% -8.70% -8.74% 3.06% 0.56% 2.73% 8.67%
2020 -4.24% -4.11% 8.53% -2.30% -3.59% -7.34% -1.10%
Announcements
No announcements for this index.