Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
DB Commodity Booster - Benchmark Light Energy index represents a long commodity exposure. It is designed to outperform Benchmark Light Energy benchmark indices. This is achieved by selecting DBLCI-OY atoms in the respective weights of the underlying Benchmark Light Energy indices.
Details
Guide guide publication
Historical Inception Date 04-Aug-1997          
Index Live Date 01-Feb-2008          
Bloomberg Id DBCMBLEU          
Reuters Id N/A          
Return Data
Current Level 88.88    
High 106.06 Low 85.89
Annualized Return (%) -0.09 Volatility 10.30
Sharpe Ratio -0.01 Sortino Ratio -0.01
Max Drawdown (%) -19.02    
Daily Return (%) -1.78 Month-to-Date Return (%) 3.01
3 Month Return (%) -1.29 6 Month Return (%) -5.37
YTD Return (%) 0.67 12 Month Return (%) -9.44
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.02 Average Positive Return (%) 2.09
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -1.94 Best Month (Jan 2019) (%) 5.10
Maximum Monthly Drawdown (%) -6.20    
Excel + DB Commodity Booster - S&P GSCI TM Light Energy ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 1.32% 0.67% 1.70% 1.35%
2017 1.89% 0.72% -2.54% -0.45% -0.76% -0.24% 1.94% -0.79% 1.22% 3.33% -0.54% 2.73%
2018 1.98% -1.60% -0.60% 3.33% 2.12% -3.00% -1.96% -1.20% 2.50% -3.46% -6.20% -3.61%
2019 5.10% 0.72% -0.10% -1.14% -3.10% 2.07% -0.99% -4.55% 3.00%
Announcements
No announcements for this index.