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 52.90    
High 87.68 Low 52.90
Annualized Return (%) -15.49 Volatility 15.08
Sharpe Ratio -1.03 Sortino Ratio -1.75
Max Drawdown (%) -39.67    
Daily Return (%) -0.65 Month-to-Date Return (%) -3.40
3 Month Return (%) -4.83 6 Month Return (%) -10.33
YTD Return (%) -14.54 12 Month Return (%) -11.95
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -1.24 Average Positive Return (%) 4.56
Number of +ve Months 11 % +ve Months (%) 29.73
Average Negative Return (%) -3.69 Best Month (Jul 2018) (%) 9.96
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
2017 -7.01% 0.31% -0.89% -1.21% -0.83%
2018 0.12% 0.60% -7.02% 4.94% -0.57% -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% -3.41%
Announcements
No announcements for this index.