Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of RBOB Gasoline 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 01-Nov-2005          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYERB          
Reuters Id .DBLCYERB          
Return Data
Current Level 645.78    
High 880.58 Low 500.48
Annualized Return (%) 8.13 Volatility 26.37
Sharpe Ratio 0.31 Sortino Ratio 0.39
Max Drawdown (%) -42.64    
Daily Return (%) 1.32 Month-to-Date Return (%) 3.76
3 Month Return (%) 7.43 6 Month Return (%) -2.31
YTD Return (%) 22.17 12 Month Return (%) 2.27
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.92 Average Positive Return (%) 5.11
Number of +ve Months 25 % +ve Months (%) 67.57
Average Negative Return (%) -7.79 Best Month () (%) 15.47
Maximum Monthly Drawdown (%) -20.00    
Excel + DBLCI-OY RB Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 15.47% 7.54%
2017 -5.13% -0.40% -4.08% -4.50% 1.15% -2.90% 9.17% 2.37% 2.74% 9.74% 1.52% 1.94%
2018 3.14% -5.48% 6.43% 6.03% 4.13% 0.73% -2.77% 2.42% 5.79% -15.52% -20.00% -8.54%
2019 7.88% 9.82% 3.57% 6.80% -14.47% 7.99% 0.87% -9.69% 2.57% 4.11% 3.76%
Announcements
No announcements for this index.