Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Wheat Futures
Details
Guide guide
Historical Inception Date 01-Dec-1988          
Index Live Date 28-Feb-2003          
Bloomberg Id DBRW          
Reuters Id .DBRW          
Return Data
Current Level 24.49    
High 38.81 Low 22.67
Annualized Return (%) -8.84 Volatility 22.83
Sharpe Ratio -0.39 Sortino Ratio -0.65
Max Drawdown (%) -41.59    
Daily Return (%) -0.92 Month-to-Date Return (%) 4.70
3 Month Return (%) -12.59 6 Month Return (%) -1.37
YTD Return (%) -10.74 12 Month Return (%) -14.27
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.53 Average Positive Return (%) 6.20
Number of +ve Months 14 % +ve Months (%) 37.84
Average Negative Return (%) -4.63 Best Month (Jun 2017) (%) 16.83
Maximum Monthly Drawdown (%) -13.06    
Excel + DBLCI W Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.50% 3.54% -6.44% -0.11%
2017 3.17% 2.61% -3.76% -1.16% -0.37% 16.83% -8.30% -13.06% 3.16% -6.64% -1.17% -1.73%
2018 5.91% 5.93% -6.33% 8.05% 2.83% -8.17% 10.93% -4.84% -6.69% -1.67% -1.65% -1.23%
2019 1.24% -10.29% -1.62% -6.14% 15.00% 2.91% -8.40% -6.23% 4.70%
Announcements
No announcements for this index.