Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Standard Lead 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 DBLCYEPB          
Reuters Id .DBLCYEPB          
Return Data
Current Level 281.95    
High 367.94 Low 244.62
Annualized Return (%) 1.21 Volatility 24.38
Sharpe Ratio 0.05 Sortino Ratio 0.07
Max Drawdown (%) -33.52    
Daily Return (%) -1.92 Month-to-Date Return (%) 1.85
3 Month Return (%) 8.73 6 Month Return (%) -0.52
YTD Return (%) 1.42 12 Month Return (%) -1.13
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.29 Average Positive Return (%) 4.86
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -5.09 Best Month (Jan 2017) (%) 17.53
Maximum Monthly Drawdown (%) -14.72    
Excel + DBLCI-OY MPB Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 8.88% -2.71% 14.02% -14.72%
2017 17.53% -4.90% 3.56% -4.21% -5.37% 7.74% 2.21% 2.19% 3.42% -2.76% 1.75% 1.01%
2018 4.79% -4.25% -4.14% -3.15% 5.86% -1.96% -10.06% -3.51% -2.14% -5.62% 2.28% 2.58%
2019 4.49% 1.78% -6.32% -4.66% -6.11% 6.90% 4.01% 0.42% 1.85%
Announcements
No announcements for this index.