Fact sheet: Diapason Rogers Commodity Idx

Fund information
Fund name
Diapason Rogers Commodity Index A EUR
Fund manager company
Diapason Commodities Mgmt
Fund type
No data available.
Fund manager
  • Diapason Commodities Management SAsince 18/03/2004
Fund objective
The Fund's objective is to replicate as closely as possible the performance of the Rogers International Commodity Index. The Fund uses a passive investment strategy that is designed to track the performance of the Index. The Index represents the value of a basket of 37 commodities employed in the global economy, including agricultural products (such as wheat, corn and cotton), energy products (such as crude oil, gasoline and natural gas), metals and minerals (such as gold, silver, aluminum and lead). The Fund invests and trades exclusively on the "long side" of the market and does not intend to take delivery of the actual commodities.
Benchmark
  • BCOMTR
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
3.6%
1 Year rank in sector
60/102
Sector
FO Commodity & Energy
Yield
-
Fund size
£1,624m
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
123
Top in this sector
Fund name1 Year
SIA Long Term Invest Nat Res35.3%
Pictet Timber34.5%
KBI Inst Wtr34%
Baring Global Mining32.6%
Pictet Clean Energy32%
...more in FO Commodity & Energy

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.8%-7.9%-1.5%3.6%-29.6%-34.2%
Sector-0.4%-4%1.5%8.6%-15.6%-20.6%
Rank within sector79 / 10181 / 10273 / 10260 / 10261 / 9445 / 75
Quartile4th4th3rd3rd3rd3rd
Calendar performance
 YTD - 20172016201520142013
Fund-8.2%14.5%-19.8%-12%-9%
Sector-0.2%23.1%-19.8%-9%-6.6%
Rank within sector94 / 10260 / 10142 / 9952 / 9154 / 86
Quartile4th3rd2nd3rd3rd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-6.39
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.63
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-0.02
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
13.49
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
11.37
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-0.44
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.42
Price movement
52 week high876.92
52 week low741.41
Current bid price-
Current offer price-
Current mid price794.41
Region
No data available.
Industry sector
1Commodity & Energy100%
Asset type
1Commodity & Energy100%
Individual holdings
No data available.
Management
Fund manager group
Diapason Commodities Mgmt
Fund manager company
Diapason Commodities Mgmt
Fund type
No data available.
Fund objective
The Fund's objective is to replicate as closely as possible the performance of the Rogers International Commodity Index. The Fund uses a passive investment strategy that is designed to track the performance of the Index. The Index represents the value of a basket of 37 commodities employed in the global economy, including agricultural products (such as wheat, corn and cotton), energy products (such as crude oil, gasoline and natural gas), metals and minerals (such as gold, silver, aluminum and lead). The Fund invests and trades exclusively on the "long side" of the market and does not intend to take delivery of the actual commodities.
Benchmark
  • BCOMTR
Investment style
No data available.
Investment method
No data available.
Fund manager
NameSinceBiography
Diapason Commodities Management SA18/03/2004
Compliance
Reporting Fund Status
Domicile
No data available.
Fund for sale in
Cayman Islands, United Kingdom, Offshore
Diapason Rogers Commodity Index A EUR
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price794.41
CurrencyEUR
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeL855
Diapason Rogers Commodity Index B EUR
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price565.64
CurrencyEUR
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeL854
Diapason Rogers Commodity Index C USD
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price662.5
CurrencyUSD
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeL853
Diapason Rogers Commodity Index D CHF
Initial charge-
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price488.08
CurrencyCHF
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeL852
Diapason Rogers Commodity Index R USD
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price458.89
CurrencyUSD
Price updated25/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeL850
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.