Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
N/A
Details
Guide
Historical Inception Date 01-Dec-1988          
Index Live Date 15-Sep-2009          
Bloomberg Id DBLCFCUT          
Reuters Id N/A          
Return Data
Current Level 337.88    
High 414.93 Low 273.11
Annualized Return (%) 2.98 Volatility 19.19
Sharpe Ratio 0.07 Sortino Ratio 0.11
Max Drawdown (%) -23.70    
Daily Return (%) 1.41 Month-to-Date Return (%) 3.98
3 Month Return (%) 0.03 6 Month Return (%) -11.36
YTD Return (%) -11.86 12 Month Return (%) -14.90
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) 0.38 Average Positive Return (%) 4.28
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -3.74 Best Month (Apr 2017) (%) 15.15
Maximum Monthly Drawdown (%) -10.56    
Excel + DBLCI Feeder Cattle Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -7.81% 0.19% 10.75% -0.05%
2017 -1.81% 1.46% 6.86% 15.15% -1.29% -2.97% -0.85% -1.63% 7.55% 5.19% -3.29% -6.09%
2018 1.80% 0.81% -9.44% 5.00% 0.98% 2.82% -1.04% -0.35% 6.17% -2.72% -3.08% 2.96%
2019 -2.66% 1.54% 0.92% -4.07% -10.56% 2.97% 4.17% -7.66% 3.98%
Announcements
No announcements for this index.