Currency / Return Type: Report Frequency: Category:    
History: Report Start Date: Date Picker Report End Date: Date Picker    
Description
Wheat basket USD TR
Details
Guide
Historical Inception Date 08-Nov-1990          
Index Live Date 16-Jan-2012          
Bloomberg Id DBLCOWUT          
Reuters Id N/A          
Return Data
Current Level 77.59    
High 122.27 Low 73.90
Annualized Return (%) -7.37 Volatility 19.65
Sharpe Ratio -0.45 Sortino Ratio -0.78
Max Drawdown (%) -39.56    
Daily Return (%) -0.79 Month-to-Date Return (%) 2.61
3 Month Return (%) -13.46 6 Month Return (%) -8.83
YTD Return (%) -15.19 12 Month Return (%) -19.95
Risk Free Rate (%) 1.55    
Monthly Return Statistics
Average Return (%) -0.43 Average Positive Return (%) 4.64
Number of +ve Months 17 % +ve Months (%) 45.95
Average Negative Return (%) -4.74 Best Month (Jun 2017) (%) 17.82
Maximum Monthly Drawdown (%) -10.77    
Excel + DBLCI - OY Wheat Basket Index USD TR Index Levels
Monthly Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2016 0.95% 2.00% -4.22% 0.71%
2017 2.83% 2.65% -5.06% 0.63% 0.55% 17.82% -3.38% -10.77% 1.03% -3.44% -0.95% -0.72%
2018 4.95% 5.21% -8.10% 8.46% 1.39% -10.06% 9.43% -3.70% -4.59% -1.19% -1.74% -2.51%
2019 2.33% -8.93% -1.43% -8.61% 15.37% -1.82% -6.44% -7.08% 2.61%
Announcements
No announcements for this index.