Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
The DB Liquid Commodity Front Month WTI Crude Oil Futures Index intends to reflect the performance of WTI Crude Oil, by tracking the performance of the next liquid WTI Crude Oil futures contract (as detailed in the Index Description), traded on the New York Mercantile Exchange. During the roll period, the sale and replacement process occurs over a five day period. For further details on the methodology, please contact INDEX.DATA@DB.COM
Details
Guide
Historical Inception Date 03-Jan-1990          
Index Live Date 08-Aug-2011          
Bloomberg Id DBRCOFCL          
Reuters Id .DBRCOFCL          
Return Data
Current Level 121.37    
High 152.19 Low 82.37
Annualized Return (%) 9.01 Volatility 31.15
Sharpe Ratio 0.29 Sortino Ratio 0.39
Max Drawdown (%) -44.60    
Daily Return (%) 14.36 Month-to-Date Return (%) 13.99
3 Month Return (%) 18.95 6 Month Return (%) 6.14
YTD Return (%) 34.82 12 Month Return (%) -11.39
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 1.06 Average Positive Return (%) 6.74
Number of +ve Months 22 % +ve Months (%) 59.46
Average Negative Return (%) -7.28 Best Month (Jan 2019) (%) 17.69
Maximum Monthly Drawdown (%) -22.20    
Excel + DBLCI OY Enhanced - CrudeOil - CL0 ER Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 10.59% -3.93% 4.12% 6.46%
2017 -3.36% 1.10% -7.19% -3.32% -2.82% -5.14% 8.52% -6.17% 8.28% 4.52% 5.13% 5.16%
2018 7.24% -4.34% 5.59% 5.60% -2.04% 10.70% -4.55% 3.03% 5.28% -10.69% -22.20% -11.20%
2019 17.69% 5.69% 4.40% 6.21% -16.43% 8.95% 0.02% -5.84% 13.99%
Announcements
No announcements for this index.