Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Corn 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 DBLCOCNT          
Reuters Id N/A          
Return Data
Current Level 44.18    
High 53.87 Low 40.90
Annualized Return (%) -3.44 Volatility 17.36
Sharpe Ratio -0.29 Sortino Ratio -0.39
Max Drawdown (%) -24.08    
Daily Return (%) -1.48 Month-to-Date Return (%) 0.03
3 Month Return (%) -15.70 6 Month Return (%) 0.69
YTD Return (%) -0.03 12 Month Return (%) 4.14
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) -0.20 Average Positive Return (%) 2.50
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -2.76 Best Month (May 2019) (%) 17.92
Maximum Monthly Drawdown (%) -10.71    
Excel + DBLCI Optimum Yield Corn Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.26% 4.25% -3.04% 0.18%
2017 2.54% 1.82% -2.00% -1.26% 1.62% 0.35% -2.60% -5.13% 0.08% -1.77% -1.01% -0.89%
2018 2.73% 2.86% 2.23% 1.21% -0.88% -10.71% 3.73% -4.55% -1.37% 1.90% 0.83% 0.08%
2019 0.71% -2.41% -2.47% -0.99% 17.92% -2.41% -5.59% -3.08% 0.03%
Announcements
No announcements for this index.