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 DBLCCCUE          
Reuters Id N/A          
Return Data
Current Level 18.71    
High 23.72 Low 15.25
Annualized Return (%) -6.37 Volatility 28.76
Sharpe Ratio -0.22 Sortino Ratio -0.36
Max Drawdown (%) -34.82    
Daily Return (%) -0.09 Month-to-Date Return (%) 1.79
3 Month Return (%) -0.08 6 Month Return (%) 3.04
YTD Return (%) 0.08 12 Month Return (%) 11.66
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.21 Average Positive Return (%) 6.09
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -7.61 Best Month (Mar 2018) (%) 15.24
Maximum Monthly Drawdown (%) -13.61    
Excel + DBLCI CC Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 1.37% -10.74% -11.01%
2017 -1.08% -9.77% 9.74% -12.27% 11.24% -6.23% 6.19% -7.43% 6.08% 2.50% -1.59% -7.66%
2018 5.50% 9.73% 15.24% 8.65% -13.13% -0.03% -13.61% 5.05% -11.94% 8.60% -2.31% 9.67%
2019 -10.26% 2.16% 1.47% 3.84% 1.74% 1.29% -3.30% -7.06% 9.90% 1.80%
Announcements
No announcements for this index.