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 02-Dec-1988          
Index Live Date 15-Sep-2009          
Bloomberg Id DBLCKCUE          
Reuters Id N/A          
Return Data
Current Level 5.44    
High 14.16 Low 5.28
Annualized Return (%) -25.01 Volatility 25.20
Sharpe Ratio -0.99 Sortino Ratio -1.54
Max Drawdown (%) -62.72    
Daily Return (%) 3.04 Month-to-Date Return (%) -5.37
3 Month Return (%) -14.92 6 Month Return (%) -3.02
YTD Return (%) -16.30 12 Month Return (%) -32.43
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -2.13 Average Positive Return (%) 5.42
Number of +ve Months 11 % +ve Months (%) 29.73
Average Negative Return (%) -5.33 Best Month (May 2019) (%) 12.29
Maximum Monthly Drawdown (%) -10.17    
Excel + DBLCI KC Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 3.40% -10.17% -9.00%
2017 9.12% -6.23% -2.31% -5.81% -3.04% -4.58% 10.78% -9.40% -1.00% -2.30% -0.07% -1.79%
2018 -3.45% -1.66% -3.16% 2.21% 0.73% -8.71% -4.52% -10.08% 0.64% 10.01% -7.67% -5.30%
2019 3.98% -9.66% -4.01% -4.02% 12.29% 2.03% -8.95% -6.18% 4.44% -5.39%
Announcements
No announcements for this index.