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 144.42    
High 173.28 Low 115.01
Annualized Return (%) 6.95 Volatility 18.84
Sharpe Ratio 0.37 Sortino Ratio 0.55
Max Drawdown (%) -26.40    
Daily Return (%) -0.99 Month-to-Date Return (%) 1.15
3 Month Return (%) 3.97 6 Month Return (%) -9.85
YTD Return (%) -7.82 12 Month Return (%) -7.94
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.68 Average Positive Return (%) 4.36
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -3.63 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 1.96% 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% 9.17% 1.15%
Announcements
No announcements for this index.