Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Aluminium Futures
Details
Guide guide
Historical Inception Date 01-Dec-1988          
Index Live Date 28-Feb-2003          
Bloomberg Id DBRMAL          
Reuters Id .DBRMAL          
Return Data
Current Level 31.68    
High 45.29 Low 29.97
Annualized Return (%) 1.74 Volatility 16.33
Sharpe Ratio 0.11 Sortino Ratio 0.17
Max Drawdown (%) -31.73    
Daily Return (%) -0.04 Month-to-Date Return (%) 2.11
3 Month Return (%) 0.59 6 Month Return (%) -7.94
YTD Return (%) -6.41 12 Month Return (%) -14.23
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.24 Average Positive Return (%) 4.49
Number of +ve Months 15 % +ve Months (%) 40.54
Average Negative Return (%) -2.67 Best Month (Apr 2018) (%) 10.81
Maximum Monthly Drawdown (%) -6.45    
Excel + DBLCI MAL Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 5.85% 3.52% -1.04% -2.20%
2017 7.27% 5.60% 1.91% -2.42% 0.65% -0.49% -0.17% 10.18% -1.04% 2.52% -4.93% 9.84%
2018 -2.69% -4.22% -5.68% 10.81% 1.78% -6.45% -2.41% 2.03% -2.60% -5.64% 0.47% -5.39%
2019 2.87% -0.14% -0.27% -6.38% -0.53% -0.14% -0.64% -3.17% 2.09%
Announcements
No announcements for this index.