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 DBRCOLCT          
Reuters Id N/A          
Return Data
Current Level 82.72    
High 104.06 Low 74.32
Annualized Return (%) 3.63 Volatility 12.27
Sharpe Ratio 0.30 Sortino Ratio 0.43
Max Drawdown (%) -25.62    
Daily Return (%) 0.64 Month-to-Date Return (%) 5.13
3 Month Return (%) -1.32 6 Month Return (%) -10.07
YTD Return (%) -8.58 12 Month Return (%) -13.65
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.36 Average Positive Return (%) 2.89
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -2.60 Best Month (May 2018) (%) 14.71
Maximum Monthly Drawdown (%) -8.42    
Excel + DBLCI OY Enhanced - Cotton - CT3 Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 1.35% 0.39% 1.07% -0.52%
2017 3.29% 3.55% -0.39% -0.19% -1.35% -4.10% 0.21% 2.72% -2.64% 1.99% 2.03% 5.37%
2018 0.00% 3.49% 0.80% 0.63% 14.71% -5.82% 5.14% -3.63% -3.18% 1.44% 0.22% -4.84%
2019 1.23% -1.24% 2.95% -0.25% -8.42% -1.49% -1.18% -4.99% 5.12%
Announcements
No announcements for this index.