Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
EUR Hedged version of OY Balanced index
Details
Guide
Historical Inception Date 29-Feb-2012          
Index Live Date 11-Jan-2007          
Bloomberg Id DBYBBEHT          
Reuters Id N/A          
Return Data
Current Level 202.48    
High 241.33 Low 195.38
Annualized Return (%) -0.64 Volatility 10.98
Sharpe Ratio -0.03 Sortino Ratio -0.04
Max Drawdown (%) -19.04    
Daily Return (%) -1.76 Month-to-Date Return (%) 2.99
3 Month Return (%) 0.01 6 Month Return (%) -3.70
YTD Return (%) 2.89 12 Month Return (%) -7.12
Risk Free Rate (%) -0.36    
Monthly Return Statistics
Average Return (%) -0.02 Average Positive Return (%) 1.87
Number of +ve Months 21 % +ve Months (%) 56.76
Average Negative Return (%) -2.49 Best Month (Jan 2019) (%) 5.76
Maximum Monthly Drawdown (%) -6.36    
Excel + DBLCI-OY Balanced Hedged TR Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 2.94% -0.57% 0.94% 1.63%
2017 1.40% 0.56% -3.20% -2.07% -1.37% 0.05% 2.96% 0.70% 0.58% 2.84% 0.12% 2.57%
2018 2.06% -2.33% 0.29% 2.69% 1.66% -3.93% -2.21% -0.97% 2.06% -3.77% -6.36% -3.20%
2019 5.76% 1.45% -0.87% -0.54% -3.38% 2.93% -1.30% -3.80% 2.99%
Announcements
No announcements for this index.