Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Corn Futures
Details
Guide guide
Historical Inception Date 01-Dec-1988          
Index Live Date 28-Feb-2003          
Bloomberg Id DBRC          
Reuters Id .DBRC          
Return Data
Current Level 17.35    
High 23.95 Low 16.70
Annualized Return (%) -7.05 Volatility 17.79
Sharpe Ratio -0.40 Sortino Ratio -0.52
Max Drawdown (%) -30.26    
Daily Return (%) -1.61 Month-to-Date Return (%) -0.48
3 Month Return (%) -21.46 6 Month Return (%) -7.08
YTD Return (%) -7.43 12 Month Return (%) -2.45
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.50 Average Positive Return (%) 2.91
Number of +ve Months 15 % +ve Months (%) 40.54
Average Negative Return (%) -2.82 Best Month (May 2019) (%) 16.47
Maximum Monthly Drawdown (%) -10.27    
Excel + DBLCI C Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.15% 5.35% -3.49% 0.07%
2017 1.91% 1.68% -1.40% -0.84% 1.56% 0.26% -1.85% -7.02% -0.70% -2.67% -0.87% -0.84%
2018 2.41% 2.10% 2.49% 1.09% -0.54% -10.27% 4.11% -5.56% -2.40% 1.97% 1.53% -0.56%
2019 0.63% -2.00% -1.85% -0.97% 16.47% -2.76% -4.98% -9.82% -0.47%
Announcements
No announcements for this index.