Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Copper - Grade A 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 DBLCYTCU          
Reuters Id N/A          
Return Data
Current Level 468.17    
High 574.65 Low 361.98
Annualized Return (%) 7.80 Volatility 17.55
Sharpe Ratio 0.36 Sortino Ratio 0.56
Max Drawdown (%) -22.17    
Daily Return (%) -1.77 Month-to-Date Return (%) 3.42
3 Month Return (%) 1.17 6 Month Return (%) -7.95
YTD Return (%) -0.59 12 Month Return (%) -0.08
Risk Free Rate (%) 1.54    
Monthly Return Statistics
Average Return (%) 0.74 Average Positive Return (%) 5.41
Number of +ve Months 16 % +ve Months (%) 43.24
Average Negative Return (%) -2.82 Best Month (Jan 2016) (%) 19.95
Maximum Monthly Drawdown (%) -9.02    
Excel + DBLCI Optimum Yield Copper Grade A Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 1.74% -0.35% 19.95% -4.99%
2017 8.26% -0.35% -1.98% -1.53% -0.83% 4.44% 7.39% 6.52% -4.49% 5.37% -1.14% 7.12%
2018 -1.75% -2.40% -3.08% 1.40% 0.43% -3.39% -4.71% -5.23% 4.75% -4.14% 3.79% -3.61%
2019 3.61% 5.46% -0.25% -0.76% -9.02% 2.98% -1.05% -4.14% 3.41%
Announcements
No announcements for this index.