Fact sheet: ML MLCXCmdyEnhdBtaEXAg

Fund information

Fund name
ML MLCX Commodity Enhanced Beta EX Agriculture D H EUR
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. The MLCX3XG Total Return Index ("MLCX3XGT Index") was designed by BofA ML Commodity Research as a broad - based, UCITS IV compliant commodity index which focuses on major global commodities such as crude oil, base and precious metals, and uses enhanced index construction rules to maximise the potential to outperform comparable commodity indices. The MLCX3XG Index is a modified version of the Merrill Lynch Commodity Index eXtra (the "MLCX Index") designed to meet the requirements set by the UCITS Directives, under UCITS IV rules, investing in a commodity futures index is permitted as long as each sector component of the index does not exceed 20%, although one sector may represent up to 35% of the index.
Benchmark
Bloomberg Commodity Ex-Agriculture
Investment style
None
Investment method
Futures

Quick stats

1 Year return

21.09 %

1 Year rank in sector

9/93

Sector

FO Commodity & Energy

Yield

0.0049

Fund size

K

FE Risk score

122

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Energy
    49.9%
  • Other Metals
    30.2%
  • Precious Metals & Stones
    19.9%
  • Commodity & Energy
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.7 %8.02 %21.09 %-5.57 %0 %
Sector-2.61 %3.44 %9.2 %4.23 %-4.39 %
Rank within sector27 / 9516 / 949 / 9363 / 89 /
Quartile th2 nd1 st1 st3 rd th

Calendar performance

YTD-20182017201620152014
Fund2.78 %7.3 %18.02 %-28.94 %0 %
Sector-0.03 %5.63 %23.06 %-19.83 %-8.99 %
Rank within sector19 / 9438 / 9252 / 9074 / 88 /
Quartile th1 st2 nd3 rd4 th th

Risk statistics

Alpha-2.82
Beta0.79
Sharpe-0.01
Volatility13.21
Tracking error8.59
Information ratio-0.38
R-Squared0.61

Price movement

52 week high90.82
52 week low72.35
Current bid price0
Current offer price0
Current mid price89.34

Holdings by region

-

Holdings by sector

  • 49.9% Energy
  • 30.2% Other Metals
  • 19.9% Precious Metals & Stones

Holdings by asset type

  • 100% Commodity & Energy

Individual holdings

-