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 DBLCKCUT          
Reuters Id N/A          
Return Data
Current Level 14.19    
High 33.65 Low 13.12
Annualized Return (%) -21.67 Volatility 25.28
Sharpe Ratio -0.92 Sortino Ratio -1.43
Max Drawdown (%) -61.02    
Daily Return (%) -3.76 Month-to-Date Return (%) 3.74
3 Month Return (%) -0.87 6 Month Return (%) -4.87
YTD Return (%) -10.80 12 Month Return (%) -9.06
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) -1.77 Average Positive Return (%) 5.45
Number of +ve Months 12 % +ve Months (%) 32.43
Average Negative Return (%) -5.24 Best Month (May 2019) (%) 12.52
Maximum Monthly Drawdown (%) -10.14    
Excel + DBLCI Coffee Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -0.81% 8.34% -10.14% -8.96%
2017 9.17% -6.19% -2.25% -5.75% -2.96% -4.50% 10.88% -9.32% -0.92% -2.21% 0.03% -1.69%
2018 -3.32% -1.54% -3.02% 2.37% 0.89% -8.57% -4.35% -9.93% 0.80% 10.23% -7.49% -5.11%
2019 4.19% -9.49% -3.83% -3.82% 12.52% 2.20% -8.78% -6.03% 3.71%
Announcements
No announcements for this index.