Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Primary Nickel 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-Aug-1997          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYENI          
Reuters Id .DBLCYENI          
Return Data
Current Level 361.44    
High 383.04 Low 194.09
Annualized Return (%) 16.86 Volatility 27.44
Sharpe Ratio 0.61 Sortino Ratio 0.96
Max Drawdown (%) -32.60    
Daily Return (%) -1.98 Month-to-Date Return (%) -4.90
3 Month Return (%) 45.23 6 Month Return (%) 31.40
YTD Return (%) 57.48 12 Month Return (%) 36.98
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 1.65 Average Positive Return (%) 9.75
Number of +ve Months 17 % +ve Months (%) 45.95
Average Negative Return (%) -5.24 Best Month (Aug 2019) (%) 23.90
Maximum Monthly Drawdown (%) -10.92    
Excel + DBLCI-OY MNI Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 3.93% -0.95% 7.22% -10.92%
2017 -0.60% 9.98% -8.77% -5.86% -5.30% 4.49% 8.58% 15.15% -10.75% 16.46% -9.67% 14.53%
2018 6.19% 1.23% -3.65% 2.48% 11.39% -2.26% -6.09% -8.64% -1.75% -8.94% -2.59% -4.61%
2019 16.13% 4.31% -0.65% -6.29% -1.68% 5.57% 14.18% 23.90% -4.90%
Announcements
No announcements for this index.