Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
DBLCI Agriculture Indices are designed to reflect the performance of the Agriculturesector. The index reflects the return of holding a long DBLCI-OY position in the followingcommodities Cocoa, Coffee, Corn, Cotton, Soybeans, Sugar and Wheat.
Details
Guide publication
Historical Inception Date 31-Dec-1998          
Index Live Date 06-Feb-2008          
Bloomberg Id DBCMAGUE          
Reuters Id .DBCMAGUE          
Return Data
Current Level 61.10    
High 87.13 Low 59.39
Annualized Return (%) -10.36 Volatility 11.94
Sharpe Ratio -0.87 Sortino Ratio -1.38
Max Drawdown (%) -31.84    
Daily Return (%) -1.05 Month-to-Date Return (%) 1.93
3 Month Return (%) -10.69 6 Month Return (%) -6.94
YTD Return (%) -8.63 12 Month Return (%) -7.50
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.83 Average Positive Return (%) 2.36
Number of +ve Months 13 % +ve Months (%) 35.14
Average Negative Return (%) -2.56 Best Month (May 2019) (%) 6.95
Maximum Monthly Drawdown (%) -9.47    
Excel + DBLCI Agriculture Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.16% 1.66% -4.14% -1.42%
2017 3.60% -0.58% -4.27% -2.09% -1.33% 1.78% 2.41% -6.09% -0.62% -0.35% 0.08% -0.90%
2018 0.69% 2.25% -1.46% 1.19% 2.08% -9.47% -0.22% -4.36% -2.58% 4.20% -0.43% -1.86%
2019 1.90% -3.07% -2.19% -3.42% 6.95% -0.19% -4.70% -5.57% 1.93%
Announcements
DB Agriculture USD and EURO Indices (DBCMAGUC, DBCMAGEC)

On 26 February 2010, the Index Sponsor identified that the Closing Levels for the DB Agriculture USD and EURO Indices (DBCMAGUC, DBCMAGEC) were not being calculated in accordance with the relevant Index Description. As such the Index Sponsor determined that it would amend and restate the Closing Levels from (and including) 15 January 2010 to (and including) 26 February 2010.

The amended and restated Closing Levels are now available on Bloomberg and the website. Any defined terms not defined herein shall have the meanings given to them in the relevant Index Description.