Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Corn 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 DBLCOCNE          
Reuters Id .DBLCOCNE          
Return Data
Current Level 18.10    
High 22.57 Low 16.57
Annualized Return (%) -5.61 Volatility 17.12
Sharpe Ratio -0.33 Sortino Ratio -0.45
Max Drawdown (%) -26.60    
Daily Return (%) -0.19 Month-to-Date Return (%) 0.49
3 Month Return (%) -7.11 6 Month Return (%) 5.15
YTD Return (%) 0.21 12 Month Return (%) -0.61
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.39 Average Positive Return (%) 2.53
Number of +ve Months 16 % +ve Months (%) 43.24
Average Negative Return (%) -2.61 Best Month (May 2019) (%) 17.68
Maximum Monthly Drawdown (%) -10.85    
Excel + DBLCI-OY C Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.20% -3.07% 0.13%
2017 2.49% 1.77% -2.07% -1.32% 1.54% 0.26% -2.69% -5.22% 0.00% -1.86% -1.11% -0.99%
2018 2.60% 2.73% 2.09% 1.05% -1.04% -10.85% 3.55% -4.71% -1.53% 1.69% 0.64% -0.13%
2019 0.51% -2.59% -2.66% -1.20% 17.68% -2.58% -5.77% -3.23% 1.31% 0.49%
Announcements
No announcements for this index.