Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Gasoil 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 05-Jul-1989          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYEGO          
Reuters Id .DBLCYEGO          
Return Data
Current Level 453.40    
High 572.04 Low 307.14
Annualized Return (%) 10.55 Volatility 22.74
Sharpe Ratio 0.46 Sortino Ratio 0.67
Max Drawdown (%) -32.63    
Daily Return (%) -2.08 Month-to-Date Return (%) 7.94
3 Month Return (%) 5.24 6 Month Return (%) -4.42
YTD Return (%) 14.09 12 Month Return (%) -13.68
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 1.03 Average Positive Return (%) 5.69
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -4.45 Best Month (Jan 2019) (%) 13.59
Maximum Monthly Drawdown (%) -20.47    
Excel + DBLCI-OY LGO Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 4.96% -0.85% 1.39% 9.57%
2017 -1.93% -1.67% -4.80% -3.21% -2.71% -2.68% 11.71% 1.86% 8.93% 2.62% 1.98% 5.98%
2018 3.03% -4.48% 6.60% 5.94% 5.04% -0.58% -2.50% 3.71% 5.34% -3.60% -20.47% -6.62%
2019 13.59% 6.84% -1.69% 3.55% -9.62% 3.13% -0.88% -7.40% 7.94%
Announcements
No announcements for this index.