Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
DBLCI index aims to represent the performance of the commodity market, it invests in six commodities; Sweet Light Crude Oil (WTI), Heating Oil, Aluminium, Gold, Wheat and Corn. The weights are fixed and have been designed to be broadly representative of the commodity markets.
Details
Guide
Historical Inception Date 01-Dec-1988          
Index Live Date 28-Feb-2003          
Bloomberg Id DBLCIEER          
Reuters Id .DBLCIEER          
Return Data
Current Level 200.93    
High 234.66 Low 169.31
Annualized Return (%) 4.56 Volatility 16.73
Sharpe Ratio 0.27 Sortino Ratio 0.38
Max Drawdown (%) -25.71    
Daily Return (%) 7.14 Month-to-Date Return (%) 8.02
3 Month Return (%) 5.36 6 Month Return (%) 2.57
YTD Return (%) 13.42 12 Month Return (%) -7.50
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.45 Average Positive Return (%) 3.05
Number of +ve Months 22 % +ve Months (%) 59.46
Average Negative Return (%) -3.37 Best Month (Jan 2019) (%) 8.49
Maximum Monthly Drawdown (%) -11.93    
Excel + DBLCI Excess Return HEDGED EUR Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 5.79% -0.85% 0.52% 3.78%
2017 -0.90% 1.89% -3.89% -2.49% -0.67% -0.85% 3.93% -1.71% 3.60% 1.83% 1.07% 4.76%
2018 3.37% -3.04% 2.09% 5.62% 0.11% 0.91% -1.57% 1.08% 1.80% -5.96% -11.93% -5.45%
2019 8.49% 1.89% 0.36% 1.54% -5.04% 4.57% -1.33% -4.86% 8.02%
Announcements
No announcements for this index.