Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Natural Gas 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-Jun-1990          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYENG          
Reuters Id .DBLCYENG          
Return Data
Current Level 30.11    
High 45.27 Low 24.91
Annualized Return (%) -11.69 Volatility 20.11
Sharpe Ratio -0.58 Sortino Ratio -0.76
Max Drawdown (%) -44.97    
Daily Return (%) -0.89 Month-to-Date Return (%) 3.73
3 Month Return (%) 4.06 6 Month Return (%) 0.36
YTD Return (%) -14.27 12 Month Return (%) -17.11
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.90 Average Positive Return (%) 2.64
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -4.26 Best Month (Apr 2020) (%) 12.53
Maximum Monthly Drawdown (%) -11.06    
Excel + DBLCI-OY NG Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 0.84% 0.52% -1.82% 0.35% -4.19%
2018 4.12% -5.54% 1.37% -4.76% 2.39% 0.88% -1.78% 1.51% -0.57% 1.61% 4.07% -3.29%
2019 3.74% 1.84% -5.70% -1.89% -1.82% -3.94% -1.93% -3.50% 0.09% 2.61% -7.49% 1.86%
2020 -11.06% -11.00% -5.31% 12.53% -3.76% -1.65% 3.52% 3.72%
Announcements
No announcements for this index.