Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
DBLCI OY employs a rule based approach when it 'rolls' from one futures contract to another for each commodity in the index.
Details
Guide guide
Historical Inception Date 03-Jan-1990          
Index Live Date 17-Feb-2012          
Bloomberg Id DBLCOMWE          
Reuters Id .DBLCOMWE          
Return Data
Current Level 74.77    
High 81.68 Low 52.80
Annualized Return (%) -1.17 Volatility 15.95
Sharpe Ratio -0.07 Sortino Ratio -0.13
Max Drawdown (%) -35.36    
Daily Return (%) 0.95 Month-to-Date Return (%) 2.68
3 Month Return (%) 18.08 6 Month Return (%) 30.20
YTD Return (%) 23.77 12 Month Return (%) 35.79
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.08 Average Positive Return (%) 5.62
Number of +ve Months 15 % +ve Months (%) 40.54
Average Negative Return (%) -3.70 Best Month (Apr 2021) (%) 19.85
Maximum Monthly Drawdown (%) -11.50    
Excel + DBLCI Optimum Yield Minneapolis Wheat Excess Return Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2018 0.16% -11.50% 9.96% -3.85% -3.45% -0.95% -1.26% -4.71%
2019 3.47% -3.19% -0.93% -8.98% 8.88% -0.53% -5.48% -6.42% 9.07% -2.99% -5.08% 9.03%
2020 -4.73% -2.90% 2.23% -4.70% 1.52% -2.06% -1.26% 1.63% 0.27% 1.56% -1.45% 8.15%
2021 5.85% -0.62% -4.38% 19.85% 2.68%
Announcements
No announcements for this index.