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 299.03    
High 383.04 Low 225.27
Annualized Return (%) 7.38 Volatility 27.09
Sharpe Ratio 0.27 Sortino Ratio 0.42
Max Drawdown (%) -39.87    
Daily Return (%) -0.64 Month-to-Date Return (%) 3.57
3 Month Return (%) 14.93 6 Month Return (%) 9.37
YTD Return (%) 0.14 12 Month Return (%) -9.19
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.95 Average Positive Return (%) 8.18
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -5.90 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
2017 7.22% -10.75% 16.46% -9.67% 14.53%
2018 6.19% 1.23% -3.65% 2.48% 11.39% -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% 3.57%
Announcements
No announcements for this index.