Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Coffee ""C"" 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 02-Dec-1988          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYEKC          
Reuters Id .DBLCYEKC          
Return Data
Current Level 10.87    
High 26.03 Low 10.20
Annualized Return (%) -21.94 Volatility 23.88
Sharpe Ratio -0.92 Sortino Ratio -1.43
Max Drawdown (%) -60.83    
Daily Return (%) -3.64 Month-to-Date Return (%) 3.62
3 Month Return (%) -1.49 6 Month Return (%) -6.12
YTD Return (%) -11.44 12 Month Return (%) -10.48
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -1.81 Average Positive Return (%) 5.65
Number of +ve Months 11 % +ve Months (%) 29.73
Average Negative Return (%) -4.97 Best Month (May 2019) (%) 11.32
Maximum Monthly Drawdown (%) -10.12    
Excel + DBLCI-OY KC Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.71% 8.17% -10.12% -9.00%
2017 9.12% -6.05% -1.89% -5.15% -2.87% -4.26% 10.21% -9.19% -0.90% -2.32% -0.08% -1.79%
2018 -3.45% -1.97% -2.71% 2.01% 0.80% -8.09% -4.50% -9.86% 0.71% 10.01% -7.64% -5.30%
2019 3.98% -8.71% -3.59% -4.56% 11.32% 2.19% -8.19% -6.31% 3.64%
Announcements
No announcements for this index.