Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of RBOB Gasoline 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 01-Nov-2005          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYTRB          
Reuters Id N/A          
Return Data
Current Level 1574.93    
High 2141.47 Low 1193.25
Annualized Return (%) 8.58 Volatility 26.71
Sharpe Ratio 0.26 Sortino Ratio 0.34
Max Drawdown (%) -42.33    
Daily Return (%) -4.98 Month-to-Date Return (%) 8.80
3 Month Return (%) 10.93 6 Month Return (%) 0.07
YTD Return (%) 21.82 12 Month Return (%) -19.32
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) 0.95 Average Positive Return (%) 5.34
Number of +ve Months 24 % +ve Months (%) 64.86
Average Negative Return (%) -7.16 Best Month (Feb 2019) (%) 10.02
Maximum Monthly Drawdown (%) -19.84    
Excel + DBLCI Optimum Yield RBOB Gasoline Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 8.76% -1.03% 5.74% 7.58%
2017 -5.09% -0.36% -4.02% -4.44% 1.23% -2.82% 9.27% 2.46% 2.82% 9.85% 1.62% 2.05%
2018 3.27% -5.37% 6.58% 6.19% 4.30% 0.89% -2.61% 2.60% 5.97% -15.34% -19.84% -8.35%
2019 8.10% 10.02% 3.77% 7.03% -14.29% 8.18% 1.06% -9.54% 8.80%
Announcements
No announcements for this index.