Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Soybeans 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 02-Dec-1988          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYTSS          
Reuters Id N/A          
Return Data
Current Level 227.83    
High 280.87 Low 209.39
Annualized Return (%) -4.49 Volatility 15.06
Sharpe Ratio -0.40 Sortino Ratio -0.58
Max Drawdown (%) -25.45    
Daily Return (%) -0.69 Month-to-Date Return (%) 2.95
3 Month Return (%) -4.38 6 Month Return (%) -4.09
YTD Return (%) -2.88 12 Month Return (%) 3.13
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) -0.29 Average Positive Return (%) 2.67
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -3.40 Best Month (Jul 2017) (%) 5.59
Maximum Monthly Drawdown (%) -14.78    
Excel + DBLCI Optimum Yield Soybeans Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -1.90% 3.77% 2.40% -2.78%
2017 1.23% 1.76% -6.25% -0.02% -3.59% 4.06% 5.59% -6.07% 2.52% 0.87% 0.58% -2.42%
2018 3.77% 2.20% 1.64% -0.14% -0.85% -14.78% 4.61% -8.05% 0.40% -0.52% 4.13% -0.22%
2019 2.37% -1.05% -2.43% -4.61% 3.64% 2.19% -4.31% -1.26% 2.95%
Announcements
No announcements for this index.