Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Copper - Grade A 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 DBLCYECU          
Reuters Id .DBLCYECU          
Return Data
Current Level 297.88    
High 380.03 Low 243.25
Annualized Return (%) 5.93 Volatility 17.56
Sharpe Ratio 0.34 Sortino Ratio 0.53
Max Drawdown (%) -24.42    
Daily Return (%) -0.85 Month-to-Date Return (%) 2.44
3 Month Return (%) -0.64 6 Month Return (%) -9.75
YTD Return (%) -3.02 12 Month Return (%) -2.73
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.60 Average Positive Return (%) 5.25
Number of +ve Months 16 % +ve Months (%) 43.24
Average Negative Return (%) -2.95 Best Month (Jan 2016) (%) 19.91
Maximum Monthly Drawdown (%) -9.21    
Excel + DBLCI-OY MCU Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 1.95% -0.38% 19.91% -5.03%
2017 8.21% -0.39% -2.04% -1.59% -0.91% 4.36% 7.29% 6.42% -4.57% 5.27% -1.24% 7.00%
2018 -1.88% -2.52% -3.21% 1.25% 0.27% -3.54% -4.87% -5.39% 4.58% -4.34% 3.59% -3.81%
2019 3.40% 5.27% -0.45% -0.97% -9.21% 2.80% -1.24% -4.29% 2.44%
Announcements
No announcements for this index.