Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Heating Oil Futures
Details
Guide guide
Historical Inception Date 01-Dec-1988          
Index Live Date 28-Feb-2003          
Bloomberg Id DBRHO          
Reuters Id .DBRHO          
Return Data
Current Level 252.10    
High 307.63 Low 172.16
Annualized Return (%) 10.19 Volatility 24.83
Sharpe Ratio 0.41 Sortino Ratio 0.58
Max Drawdown (%) -31.65    
Daily Return (%) -4.36 Month-to-Date Return (%) 8.19
3 Month Return (%) 9.28 6 Month Return (%) -0.41
YTD Return (%) 18.11 12 Month Return (%) -9.63
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 1.02 Average Positive Return (%) 5.08
Number of +ve Months 24 % +ve Months (%) 64.86
Average Negative Return (%) -6.48 Best Month (Jan 2019) (%) 12.27
Maximum Monthly Drawdown (%) -18.41    
Excel + DBLCI HO Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 9.30% -3.01% 3.45% 8.58%
2017 -6.38% 0.03% -4.60% -4.68% 0.25% -2.88% 12.00% 4.24% 4.74% 4.01% 0.75% 8.94%
2018 0.64% -7.57% 5.93% 6.55% 2.86% 0.04% -3.53% 4.69% 4.56% -4.28% -18.41% -7.80%
2019 12.27% 8.38% -2.51% 5.23% -11.50% 5.03% 1.24% -7.07% 8.19%
Announcements
No announcements for this index.