Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Aluminium 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 03-Sep-1997          
Index Live Date 31-May-2006          
Bloomberg Id DBLCOALT          
Reuters Id N/A          
Return Data
Current Level 105.16    
High 147.07 Low 95.32
Annualized Return (%) 3.21 Volatility 16.48
Sharpe Ratio 0.10 Sortino Ratio 0.16
Max Drawdown (%) -30.28    
Daily Return (%) -0.01 Month-to-Date Return (%) 2.13
3 Month Return (%) 1.32 6 Month Return (%) -6.91
YTD Return (%) -4.87 12 Month Return (%) -11.89
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) 0.35 Average Positive Return (%) 4.32
Number of +ve Months 16 % +ve Months (%) 43.24
Average Negative Return (%) -2.67 Best Month (Apr 2018) (%) 11.47
Maximum Monthly Drawdown (%) -6.69    
Excel + DBLCI Optimum Yield Aluminium Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 5.81% 3.01% -0.82% -2.15%
2017 7.32% 5.74% 1.94% -2.44% 0.78% -0.54% -0.31% 10.29% -0.74% 2.54% -4.73% 10.02%
2018 -2.46% -4.10% -5.73% 11.47% 2.12% -6.69% -2.43% 2.04% -2.69% -4.87% 0.78% -5.39%
2019 3.08% 0.07% -0.11% -6.30% -0.31% -0.04% -0.36% -2.84% 2.13%
Announcements
No announcements for this index.