Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Soybeans 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 02-Dec-1988          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYESS          
Reuters Id .DBLCYESS          
Return Data
Current Level 82.98    
High 117.58 Low 81.74
Annualized Return (%) -7.46 Volatility 14.72
Sharpe Ratio -0.51 Sortino Ratio -0.72
Max Drawdown (%) -30.48    
Daily Return (%) -0.50 Month-to-Date Return (%) -0.70
3 Month Return (%) -6.22 6 Month Return (%) -8.12
YTD Return (%) -12.98 12 Month Return (%) -9.91
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.54 Average Positive Return (%) 2.84
Number of +ve Months 17 % +ve Months (%) 45.95
Average Negative Return (%) -3.41 Best Month (Feb 2019) (%) 5.58
Maximum Monthly Drawdown (%) -14.91    
Excel + DBLCI-OY S Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 -1.18% 3.97% 5.50% -6.16% 2.43% 0.77% 0.48% -2.52%
2018 3.64% 2.08% 1.50% -0.29% -1.01% -14.91% 4.43% -8.22% 0.24% -0.73% 3.93% -0.43%
2019 2.17% -1.23% -2.62% -4.81% 3.43% 2.02% -4.50% -1.42% 4.26% 1.86% -4.53% 5.58%
2020 -6.79% -0.44% -3.39% -2.25% -0.70%
Announcements
No announcements for this index.