Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Zinc 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 04-Aug-1997          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYTZN          
Reuters Id N/A          
Return Data
Current Level 176.04    
High 247.01 Low 153.34
Annualized Return (%) 4.51 Volatility 23.45
Sharpe Ratio 0.13 Sortino Ratio 0.19
Max Drawdown (%) -34.39    
Daily Return (%) -0.63 Month-to-Date Return (%) 6.68
3 Month Return (%) -3.90 6 Month Return (%) -13.36
YTD Return (%) -0.99 12 Month Return (%) 7.31
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) 0.53 Average Positive Return (%) 5.90
Number of +ve Months 17 % +ve Months (%) 45.95
Average Negative Return (%) -4.04 Best Month (Aug 2017) (%) 12.45
Maximum Monthly Drawdown (%) -10.29    
Excel + DBLCI Optimum Yield Zinc Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 5.70% 3.34% 8.98% -4.65%
2017 11.52% -1.41% -1.43% -5.13% -0.84% 5.88% 1.56% 12.45% 0.70% 4.02% -3.68% 3.30%
2018 7.87% -1.80% -4.54% -3.78% -0.80% -8.01% -7.53% -6.26% 6.63% -4.01% 2.91% -2.53%
2019 11.07% 2.01% 5.69% -2.62% -10.29% -0.17% -1.83% -9.49% 6.68%
Announcements
No announcements for this index.