Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Natural Gas Futures.
Details
Guide
Historical Inception Date 02-May-1990          
Index Live Date 21-Jul-2008          
Bloomberg Id DBLCNGEU          
Reuters Id N/A          
Return Data
Current Level 11.27    
High 15.68 Low 8.69
Annualized Return (%) -2.80 Volatility 33.95
Sharpe Ratio -0.08 Sortino Ratio -0.11
Max Drawdown (%) -40.12    
Daily Return (%) -0.78 Month-to-Date Return (%) 14.24
3 Month Return (%) 4.48 6 Month Return (%) -16.18
YTD Return (%) -11.63 12 Month Return (%) 23.41
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.10 Average Positive Return (%) 6.85
Number of +ve Months 16 % +ve Months (%) 43.24
Average Negative Return (%) -5.04 Best Month (Jan 2018) (%) 37.51
Maximum Monthly Drawdown (%) -10.07    
Excel + DBLCI NG Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -1.63% -1.51% 3.58% 12.38%
2017 -10.07% -9.45% 9.67% 1.25% -8.05% -1.95% -6.52% 5.11% -1.25% -8.23% 0.19% -5.45%
2018 3.89% -5.38% 1.90% -1.59% 5.50% -1.56% -3.87% 3.11% 1.55% 4.39% 37.51% -9.37%
2019 4.01% 1.36% -4.55% -5.64% -7.13% -7.68% -2.93% -2.12% 14.25%
Announcements
No announcements for this index.