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 DBLCCTUT          
Reuters Id N/A          
Return Data
Current Level 68.18    
High 102.83 Low 64.15
Annualized Return (%) -2.92 Volatility 20.43
Sharpe Ratio -0.22 Sortino Ratio -0.33
Max Drawdown (%) -37.62    
Daily Return (%) -1.93 Month-to-Date Return (%) 4.43
3 Month Return (%) -7.11 6 Month Return (%) -16.74
YTD Return (%) -13.94 12 Month Return (%) -24.60
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) -0.10 Average Positive Return (%) 4.11
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -4.09 Best Month (May 2018) (%) 11.28
Maximum Monthly Drawdown (%) -11.15    
Excel + DBLCI Cotton Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.61% 1.17% 3.10% -1.26%
2017 6.12% 0.77% 1.36% -0.38% -2.32% -6.58% 0.49% 3.10% -3.42% -0.01% 6.34% 8.11%
2018 -1.59% 5.76% -1.63% 3.29% 11.28% -8.65% 6.94% -8.07% -6.96% 0.85% 0.82% -8.32%
2019 3.26% -3.54% 6.78% -1.52% -11.15% -0.89% -3.20% -7.70% 4.44%
Announcements
No announcements for this index.