Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Natural Gas 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-Jun-1990          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYTNG          
Reuters Id N/A          
Return Data
Current Level 84.41    
High 115.71 Low 78.64
Annualized Return (%) -5.22 Volatility 21.33
Sharpe Ratio -0.32 Sortino Ratio -0.40
Max Drawdown (%) -32.03    
Daily Return (%) -0.07 Month-to-Date Return (%) 5.90
3 Month Return (%) -2.93 6 Month Return (%) -10.98
YTD Return (%) -6.19 12 Month Return (%) -1.66
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) -0.34 Average Positive Return (%) 3.39
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -3.87 Best Month (Feb 2016) (%) 9.54
Maximum Monthly Drawdown (%) -7.92    
Excel + DBLCI Optimum Yield Natural Gas Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -2.36% 3.35% 4.35% 9.54%
2017 -7.53% -7.30% 9.14% 1.45% -7.92% -1.99% -7.73% 3.11% 0.60% -1.73% 0.45% -4.09%
2018 4.26% -5.42% 1.52% -4.61% 2.55% 1.03% -1.61% 1.68% -0.41% 1.82% 4.27% -3.10%
2019 3.95% 2.03% -5.52% -1.68% -1.62% -3.78% -1.74% -3.34% 5.90%
Announcements
No announcements for this index.