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Description
DBLCI-OY USD TR Index
Details
Guide
Historical Inception Date 16-Feb-2012          
Index Live Date 16-Feb-2012          
Bloomberg Id DBLCBBTR          
Reuters Id .DBLCBBTR          
Return Data
Current Level 263.04    
High 323.82 Low 217.29
Annualized Return (%) -3.09 Volatility 12.94
Sharpe Ratio -0.36 Sortino Ratio -0.42
Max Drawdown (%) -32.90    
Daily Return (%) -0.09 Month-to-Date Return (%) -3.90
3 Month Return (%) 7.36 6 Month Return (%) 13.24
YTD Return (%) -10.78 12 Month Return (%) -6.32
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) -0.17 Average Positive Return (%) 3.07
Number of +ve Months 18 % +ve Months (%) 48.65
Average Negative Return (%) -3.25 Best Month (May 2020) (%) 6.26
Maximum Monthly Drawdown (%) -12.85    
Excel + DBLCI-OY Balanced USD TR Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2017 -1.37% 2.95% 0.29% 2.81%
2018 2.34% -2.11% 0.55% 2.84% 1.82% -3.70% -2.00% -0.72% 2.26% -3.44% -6.10% -2.93%
2019 6.05% 1.67% -0.62% -0.29% -3.09% 3.24% -1.02% -3.50% 0.84% 2.08% -1.31% 5.58%
2020 -6.16% -5.17% -12.85% -1.47% 6.26% 3.87% 5.65% 4.19% -3.90%
Announcements
No announcements for this index.