Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Details
Guide publication
Historical Inception Date 31-Dec-1998          
Index Live Date 29-Feb-2012          
Bloomberg Id DBCMAGEE          
Reuters Id N/A          
Return Data
Current Level 50.31    
High 71.13 Low 48.38
Annualized Return (%) -9.82 Volatility 11.96
Sharpe Ratio -0.82 Sortino Ratio -1.30
Max Drawdown (%) -31.98    
Daily Return (%) 1.15 Month-to-Date Return (%) 3.03
3 Month Return (%) -9.50 6 Month Return (%) -6.10
YTD Return (%) -7.84 12 Month Return (%) -7.66
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.78 Average Positive Return (%) 2.33
Number of +ve Months 14 % +ve Months (%) 37.84
Average Negative Return (%) -2.68 Best Month (May 2019) (%) 6.99
Maximum Monthly Drawdown (%) -9.47    
Excel + DBLCI Agriculture EUR ER Hedged Index Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.65% 1.70% -4.27% -1.42%
2017 3.51% -0.59% -4.25% -2.05% -1.29% 1.75% 2.33% -6.04% -0.62% -0.36% 0.07% -0.89%
2018 0.67% 2.30% -1.45% 1.21% 2.15% -9.47% -0.22% -4.38% -2.59% 4.31% -0.43% -1.84%
2019 1.90% -3.10% -2.23% -3.42% 6.99% -0.19% -4.81% -5.63% 3.02%
Announcements
No announcements for this index.