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. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
Details
Guide guide
Historical Inception Date 02-Dec-1988          
Index Live Date 31-May-2006          
Bloomberg Id DBLCOHOE          
Reuters Id .DBLCOHOE          
Return Data
Current Level 600.47    
High 754.99 Low 439.73
Annualized Return (%) 8.50 Volatility 22.45
Sharpe Ratio 0.38 Sortino Ratio 0.51
Max Drawdown (%) -32.40    
Daily Return (%) -3.35 Month-to-Date Return (%) 6.56
3 Month Return (%) 5.31 6 Month Return (%) -2.85
YTD Return (%) 15.41 12 Month Return (%) -12.53
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.86 Average Positive Return (%) 4.87
Number of +ve Months 23 % +ve Months (%) 62.16
Average Negative Return (%) -5.72 Best Month (Jan 2019) (%) 12.40
Maximum Monthly Drawdown (%) -18.12    
Excel + DBLCI-OY HO Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 7.74% -1.48% 3.61% 8.59%
2017 -5.41% 0.21% -4.65% -4.66% -1.21% -2.37% 7.07% 0.44% 4.69% 6.46% 1.23% 6.39%
2018 2.59% -6.21% 6.08% 6.45% 4.32% 0.45% -3.11% 3.80% 5.16% -4.56% -18.12% -8.26%
2019 12.40% 7.99% -2.16% 5.22% -10.81% 4.29% 0.26% -7.07% 6.56%
Announcements
No announcements for this index.