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 DBRCOMCT          
Reuters Id N/A          
Return Data
Current Level 70.00    
High 101.33 Low 65.17
Annualized Return (%) 1.12 Volatility 16.88
Sharpe Ratio 0.07 Sortino Ratio 0.10
Max Drawdown (%) -35.69    
Daily Return (%) 0.85 Month-to-Date Return (%) 5.70
3 Month Return (%) -4.56 6 Month Return (%) -16.53
YTD Return (%) -14.33 12 Month Return (%) -23.01
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.23 Average Positive Return (%) 3.97
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -4.18 Best Month (May 2018) (%) 16.32
Maximum Monthly Drawdown (%) -11.39    
Excel + DBLCI OY Enhanced - Cotton - CT2 Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 1.28% 1.26% 2.93% -0.83%
2017 6.70% 1.73% 1.43% -0.69% -2.45% -5.97% 0.47% 2.69% -2.93% 1.96% 5.23% 7.33%
2018 -0.24% 5.36% -1.79% 1.26% 16.32% -7.91% 6.30% -6.46% -5.30% 1.79% 0.81% -7.86%
2019 3.04% -3.78% 5.84% -1.19% -11.39% -1.89% -2.72% -7.56% 5.69%
Announcements
No announcements for this index.