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 DBLCLCUT          
Reuters Id N/A          
Return Data
Current Level 198.75    
High 251.11 Low 167.79
Annualized Return (%) 2.01 Volatility 17.06
Sharpe Ratio 0.03 Sortino Ratio 0.04
Max Drawdown (%) -25.49    
Daily Return (%) 1.23 Month-to-Date Return (%) 1.50
3 Month Return (%) -5.54 6 Month Return (%) -14.86
YTD Return (%) -10.75 12 Month Return (%) -9.24
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) 0.27 Average Positive Return (%) 3.79
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -3.45 Best Month (Apr 2017) (%) 11.93
Maximum Monthly Drawdown (%) -10.80    
Excel + DBLCI Live Cattle Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -6.72% 3.22% 7.08% 3.71%
2017 -0.84% 3.33% 2.47% 11.93% 2.92% -4.36% -3.11% -5.77% 4.29% 9.11% -4.48% -2.64%
2018 -0.25% 0.41% -10.80% 3.59% -0.79% 2.83% -0.32% -0.31% 5.05% -1.40% -0.57% 3.01%
2019 0.86% 3.00% -1.43% -3.79% -6.52% 1.41% 2.28% -7.95% 1.50%
Announcements
No announcements for this index.