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 DBLCLHUT          
Reuters Id N/A          
Return Data
Current Level 16.00    
High 23.21 Low 13.60
Annualized Return (%) -4.40 Volatility 32.68
Sharpe Ratio -0.18 Sortino Ratio -0.29
Max Drawdown (%) -41.39    
Daily Return (%) -4.22 Month-to-Date Return (%) 9.76
3 Month Return (%) -6.50 6 Month Return (%) -12.38
YTD Return (%) -10.90 12 Month Return (%) -10.54
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) -0.03 Average Positive Return (%) 7.09
Number of +ve Months 17 % +ve Months (%) 45.95
Average Negative Return (%) -6.08 Best Month (Mar 2019) (%) 21.11
Maximum Monthly Drawdown (%) -14.18    
Excel + DBLCI Lean Hogs Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 -8.71% 9.07% 0.69% 19.83%
2017 -1.37% -2.34% -4.03% 0.27% 11.22% 1.34% -7.28% -6.92% 3.07% 13.54% -7.03% 2.97%
2018 -4.81% -6.84% -2.33% -4.89% 4.77% 1.07% -14.18% -0.42% 13.06% 1.11% 4.87% -9.55%
2019 -7.47% -7.05% 21.11% -0.16% -5.26% -10.58% 2.80% -10.38% 9.74%
Announcements
No announcements for this index.