Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
DBLCI OY employs a rule based approach when it 'rolls' from one futures contract to another for each commodity in the index.
Details
Guide guide
Historical Inception Date 03-Jan-1990          
Index Live Date 17-Feb-2012          
Bloomberg Id DBLCOMWE          
Reuters Id .DBLCOMWE          
Return Data
Current Level 57.86    
High 95.95 Low 55.52
Annualized Return (%) -4.75 Volatility 15.98
Sharpe Ratio -0.30 Sortino Ratio -0.48
Max Drawdown (%) -42.13    
Daily Return (%) -0.37 Month-to-Date Return (%) 2.36
3 Month Return (%) -11.01 6 Month Return (%) -10.83
YTD Return (%) -11.43 12 Month Return (%) -17.80
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.22 Average Positive Return (%) 4.56
Number of +ve Months 15 % +ve Months (%) 40.54
Average Negative Return (%) -3.47 Best Month (Jun 2017) (%) 24.24
Maximum Monthly Drawdown (%) -11.50    
Excel + DBLCI Optimum Yield Minneapolis Wheat Excess Return Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 2.88% 1.96% -0.96% -0.51%
2017 2.42% 0.82% -2.39% 2.31% 3.11% 24.24% -0.07% -10.73% 0.31% -0.89% -1.21% -0.83%
2018 0.12% 0.60% -7.02% 4.94% -0.57% -11.50% 9.96% -3.85% -3.45% -0.95% -1.26% -4.71%
2019 3.47% -3.19% -0.93% -8.98% 8.88% -0.53% -5.48% -6.42% 2.35%
Announcements
No announcements for this index.