Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
N/A
Details
Guide guide
Historical Inception Date 16-Feb-2012          
Index Live Date 12-Jul-2006          
Bloomberg Id DBLCYTIM          
Reuters Id N/A          
Return Data
Current Level 249.88    
High 322.50 Low 214.56
Annualized Return (%) 5.22 Volatility 15.35
Sharpe Ratio 0.24 Sortino Ratio 0.37
Max Drawdown (%) -25.65    
Daily Return (%) -0.51 Month-to-Date Return (%) 3.81
3 Month Return (%) -1.03 6 Month Return (%) -9.84
YTD Return (%) -2.39 12 Month Return (%) -2.24
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) 0.51 Average Positive Return (%) 3.86
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -3.44 Best Month (Aug 2017) (%) 9.66
Maximum Monthly Drawdown (%) -6.97    
Excel + DBLCI Optimum Yield Industrial Metals Total Return Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 4.65% 2.19% 8.80% -3.99%
2017 9.06% 1.19% -0.51% -3.03% -0.29% 3.21% 2.92% 9.66% -1.54% 3.99% -3.18% 6.80%
2018 1.13% -2.75% -4.45% 2.81% 0.61% -6.04% -4.80% -2.94% 2.51% -4.36% 2.52% -3.83%
2019 5.99% 2.54% 1.91% -3.11% -6.97% 0.91% -1.11% -5.62% 3.81%
Announcements
No announcements for this index.