Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of Standard Lead 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-Aug-1997          
Index Live Date 31-May-2006          
Bloomberg Id DBLCYTPB          
Reuters Id N/A          
Return Data
Current Level 439.37    
High 553.90 Low 378.39
Annualized Return (%) 2.79 Volatility 24.38
Sharpe Ratio 0.05 Sortino Ratio 0.08
Max Drawdown (%) -31.69    
Daily Return (%) -1.92 Month-to-Date Return (%) 1.95
3 Month Return (%) 9.29 6 Month Return (%) 0.62
YTD Return (%) 3.08 12 Month Return (%) 1.16
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) 0.41 Average Positive Return (%) 4.99
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -4.97 Best Month (Jan 2017) (%) 17.58
Maximum Monthly Drawdown (%) -14.68    
Excel + DBLCI Optimum Yield Standard Lead Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 8.88% -2.68% 14.07% -14.68%
2017 17.58% -4.86% 3.62% -4.16% -5.29% 7.83% 2.30% 2.28% 3.51% -2.67% 1.86% 1.12%
2018 4.92% -4.14% -4.00% -3.00% 6.03% -1.81% -9.90% -3.34% -1.98% -5.43% 2.48% 2.79%
2019 4.71% 1.97% -6.14% -4.45% -5.91% 7.08% 4.21% 0.59% 1.95%
Announcements
No announcements for this index.