Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Natural Gas 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-Jun-1990          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYENG          
Reuters Id .DBLCYENG          
Return Data
Current Level 38.40    
High 55.08 Low 35.84
Annualized Return (%) -6.68 Volatility 21.33
Sharpe Ratio -0.31 Sortino Ratio -0.39
Max Drawdown (%) -34.92    
Daily Return (%) -0.07 Month-to-Date Return (%) 5.80
3 Month Return (%) -3.42 6 Month Return (%) -11.97
YTD Return (%) -7.69 12 Month Return (%) -3.88
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.46 Average Positive Return (%) 3.27
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -3.99 Best Month (Feb 2016) (%) 9.49
Maximum Monthly Drawdown (%) -8.00    
Excel + DBLCI-OY NG Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -2.37% 3.32% 4.31% 9.49%
2017 -7.57% -7.34% 9.07% 1.39% -8.00% -2.07% -7.82% 3.02% 0.52% -1.82% 0.35% -4.19%
2018 4.12% -5.54% 1.37% -4.76% 2.39% 0.88% -1.78% 1.51% -0.57% 1.61% 4.07% -3.29%
2019 3.74% 1.84% -5.70% -1.89% -1.82% -3.94% -1.93% -3.50% 5.79%
Announcements
No announcements for this index.