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
Historical Inception Date 04-Aug-1997          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYTNI          
Reuters Id N/A          
Return Data
Current Level 563.23    
High 596.41 Low 290.01
Annualized Return (%) 18.69 Volatility 27.44
Sharpe Ratio 0.62 Sortino Ratio 0.97
Max Drawdown (%) -31.76    
Daily Return (%) -1.98 Month-to-Date Return (%) -4.81
3 Month Return (%) 45.98 6 Month Return (%) 32.89
YTD Return (%) 60.05 12 Month Return (%) 40.15
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) 1.77 Average Positive Return (%) 9.88
Number of +ve Months 17 % +ve Months (%) 45.95
Average Negative Return (%) -5.12 Best Month (Aug 2019) (%) 24.10
Maximum Monthly Drawdown (%) -10.88    
Excel + DBLCI Optimum Yield Nickel Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 3.94% -0.92% 7.26% -10.88%
2017 -0.56% 10.03% -8.72% -5.80% -5.22% 4.58% 8.67% 15.25% -10.68% 16.57% -9.57% 14.65%
2018 6.32% 1.36% -3.51% 2.64% 11.57% -2.11% -5.93% -8.48% -1.58% -8.75% -2.40% -4.41%
2019 16.36% 4.50% -0.46% -6.09% -1.48% 5.75% 14.40% 24.10% -4.81%
Announcements
No announcements for this index.