Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
N/A
Details
Guide publication
Historical Inception Date 03-Jan-1990          
Index Live Date 18-May-2011          
Bloomberg Id DBLCCEUN          
Reuters Id .DBLCCEUN          
Return Data
Current Level 1214.16    
High 1460.38 Low 763.77
Annualized Return (%) 13.81 Volatility 27.58
Sharpe Ratio 0.51 Sortino Ratio 0.69
Max Drawdown (%) -37.67    
Daily Return (%) 14.45 Month-to-Date Return (%) 15.12
3 Month Return (%) 14.17 6 Month Return (%) 4.60
YTD Return (%) 26.61 12 Month Return (%) -6.49
Risk Free Rate (%) -0.36    
Monthly Return Statistics
Average Return (%) 1.33 Average Positive Return (%) 6.06
Number of +ve Months 23 % +ve Months (%) 62.16
Average Negative Return (%) -6.45 Best Month (Sep 2019) (%) 15.12
Maximum Monthly Drawdown (%) -19.52    
Excel + DBLCI Brent OY EUR unhedged TRAC Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 7.80% 0.64% 7.01% 7.86%
2017 -6.10% 2.32% -5.33% -3.91% -5.53% -5.39% 3.47% -1.14% 8.11% 9.40% 0.86% 4.42%
2018 -0.30% -3.16% 6.10% 9.96% 9.75% 2.61% -4.37% 4.41% 6.93% -6.33% -19.52% -8.46%
2019 9.47% 9.19% 2.10% 5.38% -12.81% 3.84% 2.62% -7.96% 15.12%
Announcements
No announcements for this index.