Fact sheet: ML ML MLCX Cm Enhcd Bt

Fund information

Fund name
ML Merrill Lynch MLCX Commodity Enhanced Beta C Acc SEK
Fund company manager
Merrill Lynch International
Fund type
SIB
Fund manager(s)
Merrill Lynch International
since 24/09/2007
Fund objective
The investment objective of the Sub-Fund is to provide investors with exposure to the Reference Asset, the Merrill Lynch Commodity Index eXtraSM 03 (the “MLCX” or “Index”), the performance of which may be positive or negative.
Benchmark
-
Investment style
None
Investment method
Derivatives

Quick stats

1 Year return

4.48 %

1 Year rank in sector

47/96

Sector

FO Commodity & Energy

Yield

-0.0006

Fund size

£ 26.2 m

FE Risk score

131

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Energy
    34.7%
  • Fishery, Agriculture & Forestry
    27.3%
  • Other Metals
    19.4%
  • Precious Metals & Stones
    10.6%
  • Soft Commodities
    8%
  • Commodity & Energy
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.54 %4.5 %4.48 %-27.51 %-40.96 %
Sector0.34 %2.88 %4.9 %-5.86 %-14.11 %
Rank within sector10 / 9737 / 9747 / 9681 / 9265 / 78
Quartile th1 st2 nd2 nd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund2.23 %10.51 %-27.27 %-20.46 %-9.55 %
Sector2.49 %23.06 %-19.83 %-8.99 %-6.61 %
Rank within sector49 / 9668 / 9573 / 9376 / 8453 / 79
Quartile th3 rd3 rd4 th4 th3 rd

Risk statistics

Alpha-9.32
Beta0.83
Sharpe-0.02
Volatility14.26
Tracking error9.42
Information ratio-0.99
R-Squared0.59

Price movement

52 week high581.2
52 week low504.55
Current bid price0
Current offer price0
Current mid price570.77

Holdings by region

-

Holdings by sector

  • 34.7% Energy
  • 27.3% Fishery, Agriculture & Forestry
  • 19.4% Other Metals
  • 10.6% Precious Metals & Stones
  • 8% Soft Commodities

Holdings by asset type

  • 100% Commodity & Energy

Individual holdings

-