Fact sheet: ML MLCXCmdyEnhdBtaEXAg

Fund information

Fund name
ML MLCX Commodity Enhanced Beta EX Agriculture B H Acc USD
Fund company manager
Merrill Lynch International
Fund type
SIB
Fund manager(s)
Fund objective
The investment objective of the fund is to provide investors with a return linked to the performance of the Merrill Lynch Commodity Index eXtra 03 Ex Agriculture, net of fees.
Benchmark
Bloomberg Commodity Ex-Agriculture
Investment style
None
Investment method
Futures

Quick stats

1 Year return

7.18 %

1 Year rank in sector

34/97

Sector

FO Commodity & Energy

Yield

0.0049

Fund size

£ 58.0 m

FE Risk score

131

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Energy
    45.4%
  • Other Metals
    29.1%
  • Precious Metals & Stones
    25.5%
  • Commodity & Energy
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.24 %5.17 %7.18 %-26.43 %0 %
Sector1.85 %1.37 %3.63 %-4.28 %-17.14 %
Rank within sector57 / 9828 / 9834 / 9781 / 94 /
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Calendar performance

YTD-20172016201520142013
Fund3.3 %19.86 %-28.14 %0 %0 %
Sector2.23 %23.06 %-19.83 %-8.99 %-6.61 %
Rank within sector48 / 9750 / 9778 / 96 / /
Quartile th2 nd3 rd4 th th th

Risk statistics

Alpha-8.15
Beta0.92
Sharpe-0.02
Volatility15.76
Tracking error9.75
Information ratio-0.85
R-Squared0.62

Price movement

52 week high66.69
52 week low57.67
Current bid price0
Current offer price0
Current mid price66.14

Holdings by region

-

Holdings by sector

  • 45.4% Energy
  • 29.1% Other Metals
  • 25.5% Precious Metals & Stones

Holdings by asset type

  • 100% Commodity & Energy

Individual holdings

-