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 46.89    
High 64.26 Low 44.19
Annualized Return (%) -9.94 Volatility 11.98
Sharpe Ratio -0.83 Sortino Ratio -1.25
Max Drawdown (%) -31.23    
Daily Return (%) -1.17 Month-to-Date Return (%) -1.72
3 Month Return (%) 3.67 6 Month Return (%) -10.21
YTD Return (%) -12.51 12 Month Return (%) -6.76
Risk Free Rate (%) 0.00    
Monthly Return Statistics
Average Return (%) -0.79 Average Positive Return (%) 2.59
Number of +ve Months 13 % +ve Months (%) 35.14
Average Negative Return (%) -2.62 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
2017 -3.83% -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% 4.07% 0.54% -0.15% 5.04%
2020 -3.25% -2.44% -7.18% -2.63% -0.11% 2.26% 2.18% -1.73%
Announcements
No announcements for this index.