Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of RBOB Gasoline 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 01-Nov-2005          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYERB          
Reuters Id .DBLCYERB          
Return Data
Current Level 633.54    
High 880.58 Low 500.48
Annualized Return (%) 6.91 Volatility 26.71
Sharpe Ratio 0.26 Sortino Ratio 0.33
Max Drawdown (%) -42.64    
Daily Return (%) -4.99 Month-to-Date Return (%) 8.69
3 Month Return (%) 10.36 6 Month Return (%) -1.05
YTD Return (%) 19.86 12 Month Return (%) -21.15
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.82 Average Positive Return (%) 5.21
Number of +ve Months 24 % +ve Months (%) 64.86
Average Negative Return (%) -7.27 Best Month (Feb 2019) (%) 9.82
Maximum Monthly Drawdown (%) -20.00    
Excel + DBLCI-OY RB Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 8.76% -1.05% 5.70% 7.54%
2017 -5.13% -0.40% -4.08% -4.50% 1.15% -2.90% 9.17% 2.37% 2.74% 9.74% 1.52% 1.94%
2018 3.14% -5.48% 6.43% 6.03% 4.13% 0.73% -2.77% 2.42% 5.79% -15.52% -20.00% -8.54%
2019 7.88% 9.82% 3.57% 6.80% -14.47% 7.99% 0.87% -9.69% 8.70%
Announcements
No announcements for this index.