Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
N/A
Details
Guide guide
Historical Inception Date 01-Dec-1988          
Index Live Date 15-Sep-2009          
Bloomberg Id DBLCFCUE          
Reuters Id N/A          
Return Data
Current Level 135.86    
High 173.28 Low 115.01
Annualized Return (%) 1.39 Volatility 19.20
Sharpe Ratio 0.07 Sortino Ratio 0.11
Max Drawdown (%) -26.40    
Daily Return (%) 1.41 Month-to-Date Return (%) 3.88
3 Month Return (%) -0.49 6 Month Return (%) -12.36
YTD Return (%) -13.28 12 Month Return (%) -16.83
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.25 Average Positive Return (%) 4.15
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -3.87 Best Month (Apr 2017) (%) 15.08
Maximum Monthly Drawdown (%) -10.74    
Excel + DBLCI FC Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -7.82% 0.16% 10.71% -0.09%
2017 -1.86% 1.42% 6.79% 15.08% -1.37% -3.05% -0.94% -1.71% 7.46% 5.09% -3.38% -6.19%
2018 1.66% 0.69% -9.57% 4.84% 0.82% 2.66% -1.21% -0.52% 5.99% -2.92% -3.26% 2.75%
2019 -2.86% 1.35% 0.73% -4.28% -10.74% 2.80% 3.97% -7.81% 3.88%
Announcements
No announcements for this index.