Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Primary Nickel 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-Aug-1997          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYENI          
Reuters Id .DBLCYENI          
Return Data
Current Level 372.16    
High 409.13 Low 229.52
Annualized Return (%) 7.01 Volatility 25.16
Sharpe Ratio 0.28 Sortino Ratio 0.41
Max Drawdown (%) -39.87    
Daily Return (%) 0.26 Month-to-Date Return (%) 1.53
3 Month Return (%) -0.66 6 Month Return (%) 16.20
YTD Return (%) 7.61 12 Month Return (%) 43.32
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.89 Average Positive Return (%) 7.36
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -5.94 Best Month (Aug 2019) (%) 23.90
Maximum Monthly Drawdown (%) -17.80    
Excel + DBLCI-OY MNI Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2018 8.41% -2.26% -6.09% -8.64% -1.75% -8.94% -2.59% -4.61%
2019 16.13% 4.31% -0.65% -6.29% -1.68% 5.57% 14.18% 23.90% -4.65% -2.21% -17.80% 2.51%
2020 -8.65% -4.63% -6.53% 5.78% 0.96% 3.56% 7.36% 11.33% -5.69% 4.27% 5.66% 3.54%
2021 6.42% 4.81% -13.37% 9.69% 1.53%
Announcements
No announcements for this index.