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 418.93    
High 880.58 Low 284.06
Annualized Return (%) -9.66 Volatility 35.39
Sharpe Ratio -0.27 Sortino Ratio -0.28
Max Drawdown (%) -67.74    
Daily Return (%) 3.90 Month-to-Date Return (%) 27.78
3 Month Return (%) -21.09 6 Month Return (%) -33.50
YTD Return (%) -36.93 12 Month Return (%) -35.19
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.19 Average Positive Return (%) 5.59
Number of +ve Months 24 % +ve Months (%) 64.86
Average Negative Return (%) -10.85 Best Month (May 2020) (%) 27.79
Maximum Monthly Drawdown (%) -38.15    
Excel + DBLCI-OY RB Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 -2.26% -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% 1.22% 5.44%
2020 -11.93% -9.25% -38.15% -0.15% 27.79%
Announcements
No announcements for this index.