Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
N/A
Details
Guide
Historical Inception Date 03-Jan-1990          
Index Live Date 08-Aug-2011          
Bloomberg Id DBRCOFCT          
Reuters Id N/A          
Return Data
Current Level 26.23    
High 39.90 Low 24.23
Annualized Return (%) -3.19 Volatility 20.79
Sharpe Ratio -0.15 Sortino Ratio -0.23
Max Drawdown (%) -39.28    
Daily Return (%) 0.51 Month-to-Date Return (%) 6.40
3 Month Return (%) -4.79 6 Month Return (%) -16.04
YTD Return (%) -13.64 12 Month Return (%) -25.32
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.12 Average Positive Return (%) 3.95
Number of +ve Months 19 % +ve Months (%) 51.35
Average Negative Return (%) -4.42 Best Month (May 2018) (%) 11.10
Maximum Monthly Drawdown (%) -11.33    
Excel + DBLCI OY Enhanced - Cotton - CT0 ER Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 1.19% 1.15% 3.06% -1.30%
2017 6.07% 0.73% 1.30% -0.44% -2.40% -6.66% 0.39% 3.01% -3.50% -0.10% 6.23% 7.99%
2018 -1.72% 5.63% -1.77% 3.14% 11.10% -8.79% 6.76% -8.23% -7.12% 0.64% 0.63% -8.50%
2019 3.05% -3.72% 6.58% -1.73% -11.33% -1.06% -3.39% -7.85% 6.39%
Announcements
No announcements for this index.