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 DBLCCTUE          
Reuters Id N/A          
Return Data
Current Level 27.41    
High 42.53 Low 25.82
Annualized Return (%) -4.41 Volatility 20.43
Sharpe Ratio -0.22 Sortino Ratio -0.32
Max Drawdown (%) -39.28    
Daily Return (%) -1.94 Month-to-Date Return (%) 4.32
3 Month Return (%) -7.60 6 Month Return (%) -17.69
YTD Return (%) -15.33 12 Month Return (%) -26.31
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.23 Average Positive Return (%) 3.99
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -4.22 Best Month (May 2018) (%) 11.10
Maximum Monthly Drawdown (%) -11.33    
Excel + DBLCI CT Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.61% 1.15% 3.06% -1.30%
2017 6.07% 0.73% 1.30% -0.44% -2.40% -6.66% 0.39% 3.01% -3.50% -0.10% 6.23% 7.99%
2018 -1.72% 5.63% -1.77% 3.14% 11.10% -8.79% 6.76% -8.23% -7.12% 0.64% 0.63% -8.50%
2019 3.05% -3.72% 6.58% -1.73% -11.33% -1.06% -3.39% -7.85% 4.33%
Announcements
No announcements for this index.