Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Zinc 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 04-Aug-1997          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYEZN          
Reuters Id .DBLCYEZN          
Return Data
Current Level 112.96    
High 163.97 Low 103.05
Annualized Return (%) 2.90 Volatility 23.45
Sharpe Ratio 0.12 Sortino Ratio 0.19
Max Drawdown (%) -35.37    
Daily Return (%) -0.63 Month-to-Date Return (%) 6.58
3 Month Return (%) -4.39 6 Month Return (%) -14.33
YTD Return (%) -2.58 12 Month Return (%) 4.89
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.40 Average Positive Return (%) 5.79
Number of +ve Months 17 % +ve Months (%) 45.95
Average Negative Return (%) -4.17 Best Month (Aug 2017) (%) 12.35
Maximum Monthly Drawdown (%) -10.47    
Excel + DBLCI-OY MZN Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 5.70% 3.31% 8.94% -4.69%
2017 11.47% -1.45% -1.49% -5.19% -0.92% 5.80% 1.47% 12.35% 0.62% 3.92% -3.78% 3.19%
2018 7.73% -1.92% -4.67% -3.92% -0.95% -8.15% -7.69% -6.42% 6.45% -4.21% 2.71% -2.73%
2019 10.85% 1.82% 5.49% -2.83% -10.47% -0.34% -2.02% -9.64% 6.58%
Announcements
No announcements for this index.