Fact sheet: Allianz Dynamic Commodities

Fund information

Fund name
Allianz Dynamic Commodities A NAV EUR
Fund company manager
Allianz Global Investors GmbH
Fund type
SIB
Fund manager(s)
Frederik Fischer
since 01/01/2016
Fund objective
The funds aims at participating in the performance of international commodities markets. To this end, it takes exposure to the Dynamic Commodities Strategy by means of derivatives (swaps), in particular. The strategy invests, for one thing, in broadly diversified commodities indices. For another thing, it takes exposure to selected commodities from the energy, industrial metals, precious metals and agricultural sectors by means of certificates (exchange-traded commodities). The weighting of the individual commodities is regularly adjusted on the basis of fundamental and technical indicators, in order to capture anticipated market and price trends. The fund's overall exposure to the strategy is to be controlled between 50 and 150 % of its assets. The liquidity corresponding with the derivatives structure is invested in a bond portfolio with a short duration.
Benchmark
No Specified Index
Investment style
None
Investment method
Commodity/Energy

Quick stats

1 Year return

-6.18 %

1 Year rank in sector

4/4

Sector

FO Hedge/Stru Prod - Commodity

Yield
-
Fund size

£ 32.5 m

FE Risk score

118

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    100%
  • Industrial Commodities
    34.1%
  • Fishery, Agriculture & Forestry
    23.3%
  • Energy
    21.4%
  • Precious Metals & Stones
    21.2%
  • Commodity & Energy
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.18 %-0.47 %-6.18 %-31.09 %0 %
Sector1.22 %1.59 %-1.67 %-7.17 %-8.9 %
Rank within sector4 / 44 / 44 / 43 / 3 /
Quartile th4 th4 th4 th th th

Calendar performance

YTD-20172016201520142013
Fund-7.77 %5.69 %-25.22 %0 %0 %
Sector-2.07 %-0.19 %-4.55 %-0.6 %-1.37 %
Rank within sector4 / 42 / 33 / 3 / /
Quartile th4 th th th th th

Risk statistics

Alpha-8.47
Beta1.28
Sharpe-0.02
Volatility10.31
Tracking error9.32
Information ratio-1.03
R-Squared0.2

Price movement

52 week high66.8
52 week low56.77
Current bid price0
Current offer price0
Current mid price59.81

Holdings by region

  • 100% International

Holdings by sector

  • 34.1% Industrial Commodities
  • 23.3% Fishery, Agriculture & Forestry
  • 21.4% Energy
  • 21.2% Precious Metals & Stones

Holdings by asset type

  • 100% Commodity & Energy

Individual holdings

-