COMT
iShares GSCI Cmd Dyn Roll Stgy ETF
S&P GSCI Dynamic Roll TR USD
NAV as of
4 Week: 25.61 - 27.92
52 Week: 25.61 - 46.11
Latest Closing Price
25.92
Premium / Discount
-0.22
Expense Ratio
0.48%
Investment Objective
The investment seeks to track the investment results of the S&P GSCI Dynamic Roll (USD) Total Return Index composed of a broad range of commodity exposures with enhanced roll selection, on a total return basis. The index measures the performance of futures contracts. In seeking to achieve its investment objective, the fund may invest in a combination of exchange-traded commodity futures contracts, exchange-traded options on commodity-related futures contracts and exchange-cleared commodity related swaps (together, “Commodity-Linked Investments”), thereby obtaining exposure to the commodities markets.
Main Fund Characteristics
Performance
Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
---|---|---|---|
YTD | -8.05 | 1.13 | -7.11 |
1 Day | 0.70 | 0.00 | 0.00 |
1 Week | -1.82 | 3.15 | -0.58 |
1 Month | -5.37 | 5.12 | -1.05 |
3 Months | -6.80 | 9.02 | -0.75 |
6 Months | -30.29 | 28.93 | -1.05 |
1 Year | -37.83 | 35.37 | -1.07 |
2 Years | -14.57 | 46.66 | -0.31 |
3 Years | 18.74 | 50.35 | 0.37 |
5 Years | -30.36 | 56.80 | -0.53 |
10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
Price (%) | 0.0000 | 0.0000 | -30.3745 | 21.2203 | 11.7093 | -6.5959 | 10.6974 | -18.5316 | 36.5398 | 18.8858 |
Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Rank | 0.0000 | 0.0000 | 91.0000 | 3.0000 | 1.0000 | 9.0000 | 27.0000 | 93.0000 | 17.0000 | 25.0000 |
Dividend Frequency
Lastest Dividend
Ex Date | Payment Date | Dividend Payout per unit |
---|---|---|
12/12/2022 | 18/12/2022 | 8.3979 |
12/12/2021 | 16/12/2021 | 5.4941 |
15/12/2019 | 19/12/2019 | 0.8576 |
25/09/2018 | 01/10/2018 | 0.2088 |
25/06/2018 | 01/07/2018 | 0.1295 |
21/03/2018 | 27/03/2018 | 0.1109 |
20/12/2017 | 27/12/2017 | 1.5957 |
25/09/2017 | 28/09/2017 | 0.1133 |
26/06/2017 | 29/06/2017 | 0.0764 |
27/12/2016 | 03/01/2017 | 0.0197 |
Portfolio Data
Total Number of Holdings: 105
Number of Bond Holdings: 2
Number of Equity Holdings: 1
Total Market Value: 1,861,739,138
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | Crude Oil Dec23 | 19.6080 | 2,592 | 2,592 | 174,208,320 |
2 | Brent Crude Future Dec 23 | 18.6499 | 2,294 | 2,294 | 165,695,620 |
3 | Corn Future Sept 23 | 6.0202 | 1,885 | 1,885 | 53,486,875 |
4 | Low Sulphur Gasoil Future May 23 | 5.6543 | 691 | 691 | 50,235,700 |
5 | Gold 100 Oz Jun 23 | 4.9123 | 225 | 225 | 43,643,250 |
6 | Lme Copper Dec 23 | 4.8916 | 204 | 204 | 43,459,803 |
7 | S-Oil Future Apr 23 | 4.6631 | 389 | 0 | 41,429,900 |
8 | RBOB Gasoline Future Sept 23 | 4.2419 | 421 | 421 | 37,687,415 |
9 | Live Cattle Future June 23 | 4.1812 | 592 | 592 | 37,148,000 |
10 | LME PRI ALUM DEC 24 | 4.0729 | 582 | 582 | 36,185,850 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
Size | % of portfolio |
---|---|
Giant | 0.00 |
Large | 4.66 |
Medium | 0.00 |
Small | 0.00 |
Micro | 0.00 |
Equity Style Box Breakdown
0 | 0 | 0 | Large |
0 | 0 | 0 | Mid |
0 | 0 | 0 | Small |
Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
5.6718
Price/Book*
0.9937
Price/Sales*
0.1655
Price/Cash Flow*
1.2598
Dividend Yield*
26.8410
Growth Measures
Long-Term Earnings
106.6000
Historical Earnings
145.5903
Sales Growth
36.7548
Cash-Flow Growth
9.8183
Book-Value Growth
14.7878
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
2
Bond Statitics
Detail | Value |
---|---|
Average Effective Duration | 0 |
Average Effective Maturity (Years)* | 0 |
Average Credit Quality | 0 |
Average Weighted Coupon* | 4.73 |
Average Weighted Price* | 0 |
Bond Style Box Breakdown
0 | 0 | 0 | High | Quality |
0 | 0 | 0 | Med | |
0 | 0 | 0 | Low | |
Ltd | Mod | Ext | ||
Interest-Rate Sensitivity |
Credit Quality
Type | % Bonds |
---|---|
N.A |
Bond Sector
Bond Maturity
% Bonds | |
---|---|
1 to 3 Years | 0.00 |
3 to 5 Years | 0.00 |
5 to 7 Years | 0.00 |
7 to 10 Years | 0.00 |
10 to 15 Years | 0.00 |
15 to 20 Years | 0.00 |
20 to 30 Years | 0.00 |
Over 30 Years | 0.00 |
1 to 7 Days | 0.00 |
8 to 30 Days | 0.00 |
31 to 90 Days | 0.00 |
91 to 182 Days | 2.37 |
183 to 364 Days | 0.00 |
Data Source: Morningstar
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