Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of WTI Sweet Light Crude Futures
Details
Guide guide
Historical Inception Date 01-Dec-1988          
Index Live Date 28-Feb-2003          
Bloomberg Id DBRCL          
Reuters Id .DBRCL          
Return Data
Current Level 248.06    
High 329.85 Low 178.52
Annualized Return (%) 6.72 Volatility 30.79
Sharpe Ratio 0.22 Sortino Ratio 0.29
Max Drawdown (%) -44.60    
Daily Return (%) -5.70 Month-to-Date Return (%) 7.49
3 Month Return (%) 13.46 6 Month Return (%) 0.09
YTD Return (%) 27.14 12 Month Return (%) -16.33
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.86 Average Positive Return (%) 6.42
Number of +ve Months 22 % +ve Months (%) 59.46
Average Negative Return (%) -7.28 Best Month (Jan 2019) (%) 17.69
Maximum Monthly Drawdown (%) -22.20    
Excel + DBLCI CL Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 9.99% -3.93% 4.12% 6.46%
2017 -3.36% 1.10% -7.19% -3.32% -2.82% -5.14% 8.52% -6.17% 8.28% 4.52% 5.13% 5.16%
2018 7.24% -4.34% 5.59% 5.60% -2.04% 10.70% -4.55% 3.03% 5.28% -10.69% -22.20% -11.20%
2019 17.69% 5.69% 4.40% 6.21% -16.43% 8.95% 0.02% -5.84% 7.49%
Announcements
No announcements for this index.