Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Soybeans 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 02-Dec-1988          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYESS          
Reuters Id .DBLCYESS          
Return Data
Current Level 91.62    
High 117.58 Low 84.83
Annualized Return (%) -5.96 Volatility 15.07
Sharpe Ratio -0.40 Sortino Ratio -0.57
Max Drawdown (%) -27.85    
Daily Return (%) -0.70 Month-to-Date Return (%) 2.85
3 Month Return (%) -4.87 6 Month Return (%) -5.17
YTD Return (%) -4.44 12 Month Return (%) 0.80
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.41 Average Positive Return (%) 2.55
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -3.53 Best Month (Jul 2017) (%) 5.50
Maximum Monthly Drawdown (%) -14.91    
Excel + DBLCI-OY S Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -1.90% 3.74% 2.36% -2.82%
2017 1.19% 1.72% -6.31% -0.08% -3.67% 3.97% 5.50% -6.16% 2.43% 0.77% 0.48% -2.52%
2018 3.64% 2.08% 1.50% -0.29% -1.01% -14.91% 4.43% -8.22% 0.24% -0.73% 3.93% -0.43%
2019 2.17% -1.23% -2.62% -4.81% 3.43% 2.02% -4.50% -1.42% 2.85%
Announcements
No announcements for this index.