Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Sugar #11 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 DBLCYTSB          
Reuters Id N/A          
Return Data
Current Level 193.29    
High 435.78 Low 189.88
Annualized Return (%) -22.72 Volatility 22.52
Sharpe Ratio -1.08 Sortino Ratio -1.61
Max Drawdown (%) -56.43    
Daily Return (%) -0.78 Month-to-Date Return (%) -0.71
3 Month Return (%) -13.49 6 Month Return (%) -14.23
YTD Return (%) -10.36 12 Month Return (%) -7.09
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) -1.89 Average Positive Return (%) 4.37
Number of +ve Months 13 % +ve Months (%) 35.14
Average Negative Return (%) -5.28 Best Month (Oct 2018) (%) 15.57
Maximum Monthly Drawdown (%) -13.73    
Excel + DBLCI Optimum Yield Sugar #11 Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 1.78% -2.72% -9.00% 1.79%
2017 7.45% -4.85% -10.13% -4.56% -7.22% -8.65% 8.06% -3.34% -6.49% 2.74% 0.56% 0.10%
2018 -7.44% -1.66% -6.68% -6.70% 8.76% -5.77% -13.73% 0.65% -1.14% 15.57% -1.58% -5.60%
2019 6.92% 0.71% -3.46% -1.80% -1.85% 1.70% -3.06% -8.61% -0.70%
Announcements
No announcements for this index.