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 1839.72    
High 2141.47 Low 711.56
Annualized Return (%) 3.45 Volatility 37.68
Sharpe Ratio 0.06 Sortino Ratio 0.06
Max Drawdown (%) -66.77    
Daily Return (%) 2.89 Month-to-Date Return (%) 6.76
3 Month Return (%) 37.32 6 Month Return (%) 53.63
YTD Return (%) 30.73 12 Month Return (%) 34.78
Risk Free Rate (%) 1.37    
Monthly Return Statistics
Average Return (%) 1.01 Average Positive Return (%) 7.16
Number of +ve Months 25 % +ve Months (%) 67.57
Average Negative Return (%) -11.80 Best Month (May 2020) (%) 27.80
Maximum Monthly Drawdown (%) -38.13    
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
2018 5.72% 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% 2.74% 4.26% 1.35% 5.59%
2020 -11.82% -9.14% -38.13% -0.14% 27.80% 7.67% 0.89% 8.45% -0.95% -11.41% 21.07% 7.12%
2021 6.01% 15.52% 6.76%
Announcements
No announcements for this index.