Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Reflects the performance of WTI Sweet Light Crude Futures. DBLCI-OY indices are designed to maximize potential roll returns by selecting, for each commodity, the futures contract with the highest implied roll yield
Details
Guide guide
Historical Inception Date 02-Dec-1988          
Index Live Date 31-May-2006          
Bloomberg Id DBYEHTCL          
Reuters Id N/A          
Return Data
Current Level 1603.96    
High 2272.99 Low 1229.83
Annualized Return (%) 5.52 Volatility 28.13
Sharpe Ratio 0.21 Sortino Ratio 0.26
Max Drawdown (%) -43.80    
Daily Return (%) -4.57 Month-to-Date Return (%) 5.91
3 Month Return (%) 8.18 6 Month Return (%) -5.37
YTD Return (%) 17.67 12 Month Return (%) -21.45
Risk Free Rate (%) -0.36    
Monthly Return Statistics
Average Return (%) 0.71 Average Positive Return (%) 5.54
Number of +ve Months 22 % +ve Months (%) 59.46
Average Negative Return (%) -6.37 Best Month (Jan 2019) (%) 17.56
Maximum Monthly Drawdown (%) -22.16    
Excel + DBLCI Optimum Yield Crude Oil Hedged EUR Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 8.26% -3.76% 5.42% 6.64%
2017 -3.43% -0.43% -5.64% -2.59% -2.93% -3.21% 5.77% -2.21% 5.50% 4.75% 4.72% 5.16%
2018 6.77% -4.02% 6.00% 6.17% 0.44% 4.68% -2.44% 3.31% 6.36% -9.65% -22.16% -10.79%
2019 17.56% 4.61% 1.41% 4.00% -14.54% 7.40% 1.11% -7.70% 5.91%
Announcements
No announcements for this index.