Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Industrial metals commodity futures. These 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-Oct-2017          
Index Live Date 02-Oct-2017          
Bloomberg Id DBCMYEIM          
Reuters Id N/A          
Return Data
Current Level 161.03    
High 214.40 Low 154.63
Annualized Return (%) -9.81 Volatility 14.70
Sharpe Ratio -0.67 Sortino Ratio -1.06
Max Drawdown (%) -27.88    
Daily Return (%) -0.52 Month-to-Date Return (%) 3.70
3 Month Return (%) -1.54 6 Month Return (%) -10.86
YTD Return (%) -3.97 12 Month Return (%) -4.45
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.76 Average Positive Return (%) 2.73
Number of +ve Months 12 % +ve Months (%) 50.00
Average Negative Return (%) -4.26 Best Month (Feb 2017) (%) 6.68
Maximum Monthly Drawdown (%) -7.15    
Excel + Deutsche Bank DBIQ Optimum Yield Industrial Metals Index Excess Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 3.06% -3.28% 6.68%
2018 1.00% -2.87% -4.58% 2.66% 0.45% -6.18% -4.97% -3.11% 2.34% -4.56% 2.32% -4.03%
2019 5.77% 2.35% 1.71% -3.31% -7.15% 0.74% -1.30% -5.77% 3.71%
Announcements
No announcements for this index.