Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Kansas Wheat 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-Jan-1989          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYTKW          
Reuters Id N/A          
Return Data
Current Level 56.75    
High 102.98 Low 54.44
Annualized Return (%) -13.78 Volatility 23.33
Sharpe Ratio -0.66 Sortino Ratio -1.09
Max Drawdown (%) -47.14    
Daily Return (%) -1.24 Month-to-Date Return (%) 0.96
3 Month Return (%) -19.26 6 Month Return (%) -16.62
YTD Return (%) -26.14 12 Month Return (%) -30.56
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) -0.93 Average Positive Return (%) 5.91
Number of +ve Months 15 % +ve Months (%) 40.54
Average Negative Return (%) -5.60 Best Month (May 2019) (%) 20.29
Maximum Monthly Drawdown (%) -12.51    
Excel + DBLCI Optimum Yield Kanas Wheat Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.21% 0.86% -5.06% 1.95%
2017 2.99% 4.61% -8.63% 0.87% -1.18% 14.27% -5.85% -11.22% 1.32% -4.90% -1.08% -0.44%
2018 8.70% 8.47% -9.66% 10.71% 1.09% -10.61% 10.13% -3.88% -5.22% -1.71% -3.15% -1.53%
2019 1.48% -12.51% -3.23% -9.80% 20.29% -6.14% -8.53% -8.59% 0.96%
Announcements
No announcements for this index.