Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Sugar #11 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 DBLCYESB          
Reuters Id .DBLCYESB          
Return Data
Current Level 77.74    
High 183.55 Low 76.38
Annualized Return (%) -23.91 Volatility 22.52
Sharpe Ratio -1.06 Sortino Ratio -1.59
Max Drawdown (%) -58.39    
Daily Return (%) -0.78 Month-to-Date Return (%) -0.80
3 Month Return (%) -13.93 6 Month Return (%) -15.19
YTD Return (%) -11.80 12 Month Return (%) -9.19
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -2.01 Average Positive Return (%) 4.59
Number of +ve Months 12 % +ve Months (%) 32.43
Average Negative Return (%) -5.19 Best Month (Oct 2018) (%) 15.33
Maximum Monthly Drawdown (%) -13.88    
Excel + DBLCI-OY SB Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 1.77% -2.75% -9.03% 1.75%
2017 7.40% -4.89% -10.18% -4.62% -7.29% -8.72% 7.97% -3.42% -6.56% 2.64% 0.46% 0.00%
2018 -7.56% -1.78% -6.81% -6.84% 8.59% -5.91% -13.88% 0.47% -1.31% 15.33% -1.77% -5.79%
2019 6.70% 0.52% -3.65% -2.01% -2.05% 1.53% -3.25% -8.76% -0.80%
Announcements
No announcements for this index.