Fact sheet: Threadneedle (L)EhcdComPfl

Fund information

Fund name
Threadneedle (Lux) Enhanced Commodities Portfolio DU USD
Fund company manager
Threadneedle (Lux)
Fund type
SIB
Fund manager(s)
David Donora
since 29/06/2010
Nicolas Robin
since 29/06/2010
Fund objective
The aim of the Fund is to grow the amount you invested. The Fund invests in commodities using derivatives. Commodities are physical materials such as oil, agricultural products, and metals. Derivatives are sophisticated investment instruments linked to the rise and fall of the price of other assets. Derivatives are used to take long positions (which will directly reflect market movements) and short positions (which will respond positively when markets go down) in diversified commodity indices to create under and overweight positions in individual commodities and commodity sectors, as well as alter the location of that weight on the curve. It is not intended that the use of derivatives will result in any net short positions in commodities.
Benchmark
Bloomberg Commodity
Investment style
None
Investment method
Mixed

Quick stats

1 Year return

-2.68 %

1 Year rank in sector

68/97

Sector

FO Commodity & Energy

Yield
-
Fund size

£ 491.5 m

FE Risk score

98

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Oil & Gas
    29.1%
  • Others
    26.1%
  • Other Metals
    15.6%
  • Soft Commodities
    12.9%
  • Gold
    12.1%
  • Commodity & Energy
    99.9%
  • Money Market
    0.1%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.63 %0.76 %-2.68 %-30.79 %-48.38 %
Sector1.85 %1.37 %3.63 %-4.28 %-17.14 %
Rank within sector73 / 9859 / 9868 / 9787 / 9475 / 80
Quartile th3 rd3 rd3 rd4 th4 th

Calendar performance

YTD-20172016201520142013
Fund-3.04 %10.47 %-26.75 %-22.25 %-12.39 %
Sector2.23 %23.06 %-19.83 %-8.99 %-6.61 %
Rank within sector75 / 9772 / 9771 / 9683 / 8763 / 83
Quartile th4 th3 rd3 rd4 th4 th

Risk statistics

Alpha-10.04
Beta0.74
Sharpe-0.02
Volatility13.33
Tracking error9.51
Information ratio-0.99
R-Squared0.55

Price movement

52 week high8.4
52 week low7.4
Current bid price0
Current offer price0
Current mid price7.98

Holdings by region

-

Holdings by sector

  • 29.1% Oil & Gas
  • 26.1% Others
  • 15.6% Other Metals
  • 12.9% Soft Commodities
  • 12.1% Gold
  • 4.1% Precious Metals & Stones
  • 0.1% Money Market

Holdings by asset type

  • 99.9% Commodity & Energy
  • 0.1% Money Market

Individual holdings

-