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 DBLCCCUT          
Reuters Id N/A          
Return Data
Current Level 44.82    
High 58.57 Low 36.33
Annualized Return (%) -8.04 Volatility 28.82
Sharpe Ratio -0.33 Sortino Ratio -0.53
Max Drawdown (%) -37.98    
Daily Return (%) 0.47 Month-to-Date Return (%) 7.85
3 Month Return (%) -4.79 6 Month Return (%) 8.75
YTD Return (%) -2.04 12 Month Return (%) 5.56
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) -0.36 Average Positive Return (%) 6.28
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -7.36 Best Month (Mar 2018) (%) 15.40
Maximum Monthly Drawdown (%) -13.46    
Excel + DBLCI Cocoa Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -3.86% -0.91% -10.71% -10.97%
2017 -1.04% -9.74% 9.81% -12.22% 11.33% -6.16% 6.28% -7.35% 6.16% 2.59% -1.49% -7.57%
2018 5.63% 9.87% 15.40% 8.81% -12.99% 0.12% -13.46% 5.24% -11.80% 8.83% -2.12% 9.89%
2019 -10.08% 2.35% 1.67% 4.06% 1.94% 1.47% -3.11% -6.91% 7.84%
Announcements
No announcements for this index.