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. 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

3.16 %

1 Year rank in sector

35/95

Sector

FO Commodity & Energy

Yield

0.0049

Fund size

£ 20.6 m

FE Risk score

132

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
Fund-2.73 %11.6 %3.16 %-17.21 %0 %
Sector-2.33 %2.93 %0.55 %1.14 %-15.95 %
Rank within sector52 / 977 / 9635 / 9572 / 92 /
Quartile th3 rd1 st2 nd4 th th

Calendar performance

YTD-20172016201520142013
Fund3.65 %19.86 %-28.14 %0 %0 %
Sector1.19 %23.06 %-19.83 %-8.99 %-6.61 %
Rank within sector36 / 9546 / 9476 / 92 / /
Quartile th2 nd2 nd4 th th th

Risk statistics

Alpha-5.12
Beta0.92
Sharpe-0.02
Volatility15.25
Tracking error9.17
Information ratio-0.58
R-Squared0.64

Price movement

52 week high69.08
52 week low57.67
Current bid price0
Current offer price0
Current mid price66.37

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

-