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 29-Feb-2012          
Index Live Date 12-Jul-2006          
Bloomberg Id DBLCYMEE          
Reuters Id N/A          
Return Data
Current Level 124.55    
High 166.02 Low 112.12
Annualized Return (%) 3.53 Volatility 15.42
Sharpe Ratio 0.23 Sortino Ratio 0.35
Max Drawdown (%) -27.96    
Daily Return (%) -0.53 Month-to-Date Return (%) 3.70
3 Month Return (%) -1.67 6 Month Return (%) -10.99
YTD Return (%) -4.11 12 Month Return (%) -4.69
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) 0.38 Average Positive Return (%) 3.74
Number of +ve Months 20 % +ve Months (%) 54.05
Average Negative Return (%) -3.58 Best Month (Aug 2017) (%) 9.49
Maximum Monthly Drawdown (%) -7.20    
Excel + DBLCI-OY Industrial Metals Euro Hedged ER Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 4.61% 2.22% 9.05% -4.05%
2017 8.79% 1.17% -0.57% -3.04% -0.36% 3.09% 2.74% 9.49% -1.64% 3.95% -3.20% 6.64%
2018 0.96% -2.93% -4.54% 2.70% 0.47% -6.18% -4.96% -3.13% 2.34% -4.67% 2.32% -3.99%
2019 5.75% 2.37% 1.73% -3.32% -7.20% 0.73% -1.33% -5.83% 3.69%
Announcements
No announcements for this index.