Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Heating Oil 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 DBLCOHOT          
Reuters Id N/A          
Return Data
Current Level 1492.73    
High 1836.10 Low 1048.43
Annualized Return (%) 10.20 Volatility 22.45
Sharpe Ratio 0.39 Sortino Ratio 0.52
Max Drawdown (%) -32.04    
Daily Return (%) -3.34 Month-to-Date Return (%) 6.66
3 Month Return (%) 5.85 6 Month Return (%) -1.74
YTD Return (%) 17.29 12 Month Return (%) -10.51
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) 0.99 Average Positive Return (%) 5.00
Number of +ve Months 23 % +ve Months (%) 62.16
Average Negative Return (%) -5.60 Best Month (Jan 2019) (%) 12.63
Maximum Monthly Drawdown (%) -17.96    
Excel + DBLCI Optimum Yield Heating Oil Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 7.75% -1.45% 3.65% 8.63%
2017 -5.37% 0.25% -4.59% -4.60% -1.13% -2.29% 7.17% 0.53% 4.78% 6.56% 1.33% 6.51%
2018 2.72% -6.10% 6.23% 6.61% 4.49% 0.61% -2.94% 3.98% 5.33% -4.36% -17.96% -8.07%
2019 12.63% 8.19% -1.97% 5.44% -10.62% 4.47% 0.45% -6.92% 6.66%
Announcements
No announcements for this index.