Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Kansas Wheat 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-Jan-1989          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYEKW          
Reuters Id .DBLCYEKW          
Return Data
Current Level 24.36    
High 43.49 Low 22.07
Annualized Return (%) -13.89 Volatility 23.22
Sharpe Ratio -0.60 Sortino Ratio -0.99
Max Drawdown (%) -49.24    
Daily Return (%) 0.48 Month-to-Date Return (%) 3.68
3 Month Return (%) -5.71 6 Month Return (%) -7.32
YTD Return (%) -23.01 12 Month Return (%) -29.26
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.94 Average Positive Return (%) 6.13
Number of +ve Months 15 % +ve Months (%) 40.54
Average Negative Return (%) -5.76 Best Month (May 2019) (%) 20.05
Maximum Monthly Drawdown (%) -12.67    
Excel + DBLCI-OY KW Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.98% -5.10% 1.91%
2017 2.95% 4.57% -8.68% 0.81% -1.26% 14.17% -5.94% -11.30% 1.24% -4.99% -1.18% -0.54%
2018 8.57% 8.34% -9.79% 10.54% 0.93% -10.75% 9.94% -4.04% -5.38% -1.91% -3.34% -1.73%
2019 1.27% -12.67% -3.42% -9.99% 20.05% -6.30% -8.70% -8.74% 3.06% 3.70%
Announcements
No announcements for this index.