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 DBLCLHUE          
Reuters Id N/A          
Return Data
Current Level 6.43    
High 9.72 Low 5.48
Annualized Return (%) -5.88 Volatility 32.68
Sharpe Ratio -0.18 Sortino Ratio -0.29
Max Drawdown (%) -43.69    
Daily Return (%) -4.26 Month-to-Date Return (%) 9.61
3 Month Return (%) -7.01 6 Month Return (%) -13.40
YTD Return (%) -12.36 12 Month Return (%) -12.60
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.15 Average Positive Return (%) 6.97
Number of +ve Months 17 % +ve Months (%) 45.95
Average Negative Return (%) -6.21 Best Month (Mar 2019) (%) 20.88
Maximum Monthly Drawdown (%) -14.33    
Excel + DBLCI LH Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -8.72% 9.04% 0.66% 19.78%
2017 -1.42% -2.38% -4.09% 0.20% 11.13% 1.26% -7.37% -7.01% 2.98% 13.43% -7.13% 2.87%
2018 -4.93% -6.96% -2.47% -5.03% 4.60% 0.91% -14.33% -0.59% 12.87% 0.91% 4.67% -9.73%
2019 -7.66% -7.22% 20.88% -0.37% -5.46% -10.73% 2.61% -10.53% 9.63%
Announcements
No announcements for this index.