Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Aluminium 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 03-Sep-1997          
Index Live Date 31-May-2006          
Bloomberg Id DBLCOALE          
Reuters Id .DBLCOALE          
Return Data
Current Level 67.77    
High 97.77 Low 64.35
Annualized Return (%) 1.62 Volatility 16.49
Sharpe Ratio 0.10 Sortino Ratio 0.15
Max Drawdown (%) -32.34    
Daily Return (%) -0.01 Month-to-Date Return (%) 2.03
3 Month Return (%) 0.80 6 Month Return (%) -7.95
YTD Return (%) -6.40 12 Month Return (%) -13.89
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.23 Average Positive Return (%) 4.50
Number of +ve Months 15 % +ve Months (%) 40.54
Average Negative Return (%) -2.68 Best Month (Apr 2018) (%) 11.30
Maximum Monthly Drawdown (%) -6.83    
Excel + DBLCI-OY MAL Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 5.80% 2.98% -0.85% -2.19%
2017 7.27% 5.70% 1.87% -2.50% 0.70% -0.62% -0.40% 10.20% -0.82% 2.45% -4.82% 9.91%
2018 -2.59% -4.22% -5.86% 11.30% 1.96% -6.83% -2.60% 1.86% -2.85% -5.07% 0.59% -5.58%
2019 2.87% -0.12% -0.31% -6.50% -0.51% -0.21% -0.55% -2.99% 2.03%
Announcements
No announcements for this index.