Fact sheet: Diapason Roger Com Idx Agri Seg

Fund information

Fund name
Diapason Rogers Commodity Index Agriculture Segment A EUR
Fund company manager
Diapason Commodities Mgmt
Fund type
SIB
Fund manager
Diapason Commodities Management SA
since 20/07/2004
Fund objective
The Fund's objective is to replicate as closely as possible the performance of the agriculture segment of the Rogers International Commodity Index. The Index represents the value of a basket of 21 agricultural products futures. The Fund uses a passive investment strategy that is designed to track the performance of the Segment. The fund invests and trades exclusively on the "long side" of the market (i.e. the Fund does not engage in any short selling). The Fund does not intend to take delivery of the actual commodities.
Benchmark
Bloomberg Agriculture Subindex
Investment style
-
Investment method
-

Quick stats

1 Year return

-12.52 %

1 Year rank in sector

86/98

Sector

FO Commodity & Energy

Yield
-
Fund size
-
FE Risk score

112

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Commodity & Energy
    100%
  • Commodity & Energy
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.05 %-15.02 %-12.52 %-12.61 %-36.91 %
Sector4.04 %-0.4 %3.72 %-12.18 %-20.09 %
Rank within sector92 / 9997 / 9986 / 9852 / 9552 / 79
Quartile th4 th4 th4 th3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund-16.18 %1.35 %-7.92 %5.1 %-16.43 %
Sector0.68 %23.06 %-19.83 %-8.99 %-6.61 %
Rank within sector93 / 9889 / 9924 / 9814 / 8765 / 82
Quartile th4 th4 th1 st1 st4 th

Risk statistics

Alpha-4.19
Beta0.12
Sharpe-0.01
Volatility13.36
Tracking error18.03
Information ratio0.02
R-Squared0.02

Price movement

52 week high758.273
52 week low591.6
Current bid price0
Current offer price0
Current mid price603.31

Holdings by region

-

Holdings by sector

  • 100% Commodity & Energy

Holdings by asset type

  • 100% Commodity & Energy

Individual holdings

-