Fact sheet: Diapason Rogers Commodity Idx

Fund information

Fund name
Diapason Rogers Commodity Index A EUR
Fund company manager
Diapason Commodities Mgmt
Fund type
SIB
Fund manager(s)
Diapason Commodities Management SA
since 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
Rogers International Commodity Index
Investment style
-
Investment method
-

Quick stats

1 Year return

-7.52 %

1 Year rank in sector

86/97

Sector

FO Commodity & Energy

Yield
-
Fund size
-
FE Risk score

120

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

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

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.15 %-10.94 %-6.82 %-26.74 %-38.54 %
Sector2.56 %0.47 %5.61 %-2.9 %-16.31 %
Rank within sector57 / 9891 / 9886 / 9783 / 9460 / 80
Quartile th3 rd4 th4 th4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund-12.83 %14.52 %-19.77 %-12.02 %-8.97 %
Sector3.05 %23.06 %-19.83 %-8.99 %-6.61 %
Rank within sector90 / 9759 / 9741 / 9651 / 8752 / 83
Quartile th4 th3 rd2 nd3 rd3 rd

Risk statistics

Alpha-8.81
Beta0.67
Sharpe-0.02
Volatility13.76
Tracking error11.22
Information ratio-0.72
R-Squared0.42

Price movement

52 week high876.9201
52 week low713.31
Current bid price0
Current offer price0
Current mid price754.43

Holdings by region

-

Holdings by sector

  • 100% Commodity & Energy

Holdings by asset type

  • 100% Commodity & Energy

Individual holdings

-