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 29.88    
High 44.98 Low 24.91
Annualized Return (%) -8.79 Volatility 23.29
Sharpe Ratio -0.38 Sortino Ratio -0.48
Max Drawdown (%) -44.61    
Daily Return (%) 0.08 Month-to-Date Return (%) 1.07
3 Month Return (%) -9.20 6 Month Return (%) -6.79
YTD Return (%) 1.89 12 Month Return (%) 2.45
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.60 Average Positive Return (%) 3.90
Number of +ve Months 17 % +ve Months (%) 45.95
Average Negative Return (%) -4.43 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
2018 3.32% 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% 9.57% -0.83% 8.26% -9.31% -5.30%
2021 2.74% 7.01% -7.16% -1.23% 1.07%
Announcements
No announcements for this index.