Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
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 283.45    
High 323.82 Low 260.34
Annualized Return (%) 1.91 Volatility 10.92
Sharpe Ratio 0.03 Sortino Ratio 0.05
Max Drawdown (%) -17.54    
Daily Return (%) -1.74 Month-to-Date Return (%) 3.12
3 Month Return (%) 0.90 6 Month Return (%) -2.04
YTD Return (%) 5.31 12 Month Return (%) -4.00
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) 0.19 Average Positive Return (%) 2.05
Number of +ve Months 21 % +ve Months (%) 56.76
Average Negative Return (%) -2.26 Best Month (Jan 2019) (%) 6.05
Maximum Monthly Drawdown (%) -6.10    
Excel + DBLCI-OY Balanced USD TR Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 3.03% -0.42% 1.03% 1.80%
2017 1.59% 0.65% -3.07% -1.98% -1.26% 0.22% 3.22% 0.88% 0.74% 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% 3.13%
Announcements
No announcements for this index.