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 733.79    
High 880.58 Low 284.06
Annualized Return (%) 2.02 Volatility 37.69
Sharpe Ratio 0.05 Sortino Ratio 0.06
Max Drawdown (%) -67.74    
Daily Return (%) 2.89 Month-to-Date Return (%) 6.76
3 Month Return (%) 37.30 6 Month Return (%) 53.57
YTD Return (%) 30.72 12 Month Return (%) 34.63
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.90 Average Positive Return (%) 7.05
Number of +ve Months 25 % +ve Months (%) 67.57
Average Negative Return (%) -11.90 Best Month (May 2020) (%) 27.79
Maximum Monthly Drawdown (%) -38.15    
Excel + DBLCI-OY RB Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2018 5.60% 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% 2.57% 4.11% 1.22% 5.44%
2020 -11.93% -9.25% -38.15% -0.15% 27.79% 7.66% 0.88% 8.44% -0.96% -11.41% 21.06% 7.11%
2021 6.00% 15.51% 6.76%
Announcements
No announcements for this index.