Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
N/A
Details
Guide guide
Historical Inception Date 03-Sep-1997          
Index Live Date 12-Jul-2006          
Bloomberg Id DBLCYEIM          
Reuters Id .DBLCXIM          
Return Data
Current Level 161.03    
High 214.40 Low 144.84
Annualized Return (%) 3.60 Volatility 15.27
Sharpe Ratio 0.24 Sortino Ratio 0.37
Max Drawdown (%) -27.88    
Daily Return (%) -0.52 Month-to-Date Return (%) 3.70
3 Month Return (%) -1.54 6 Month Return (%) -10.86
YTD Return (%) -3.97 12 Month Return (%) -4.45
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.38 Average Positive Return (%) 3.74
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -3.58 Best Month (Aug 2017) (%) 9.57
Maximum Monthly Drawdown (%) -7.15    
Excel + DBLCI-OY Industrial Metals Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 4.64% 2.17% 8.76% -4.03%
2017 9.01% 1.15% -0.58% -3.09% -0.37% 3.13% 2.83% 9.57% -1.63% 3.90% -3.28% 6.68%
2018 1.00% -2.87% -4.58% 2.66% 0.45% -6.18% -4.97% -3.11% 2.34% -4.56% 2.32% -4.03%
2019 5.77% 2.35% 1.71% -3.31% -7.15% 0.74% -1.30% -5.77% 3.71%
Announcements
No announcements for this index.