Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Zinc 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 DBLCYEZN          
Reuters Id .DBLCYEZN          
Return Data
Current Level 97.61    
High 163.97 Low 87.96
Annualized Return (%) -8.77 Volatility 22.02
Sharpe Ratio -0.40 Sortino Ratio -0.61
Max Drawdown (%) -46.35    
Daily Return (%) -0.88 Month-to-Date Return (%) -1.07
3 Month Return (%) 7.13 6 Month Return (%) -12.58
YTD Return (%) -11.21 12 Month Return (%) -16.83
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.58 Average Positive Return (%) 4.99
Number of +ve Months 15 % +ve Months (%) 40.54
Average Negative Return (%) -4.38 Best Month (Aug 2017) (%) 12.35
Maximum Monthly Drawdown (%) -10.47    
Excel + DBLCI-OY MZN Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 -0.23% 12.35% 0.62% 3.92% -3.78% 3.19%
2018 7.73% -1.92% -4.67% -3.92% -0.95% -8.15% -7.69% -6.42% 6.45% -4.21% 2.71% -2.73%
2019 10.85% 1.82% 5.49% -2.83% -10.47% -0.34% -2.02% -9.64% 8.03% 4.83% -8.36% -0.06%
2020 -3.07% -8.13% -5.75% 1.68% 2.36% 2.76% -1.08%
Announcements
No announcements for this index.