COMT
iShares GSCI Cmd Dyn Roll Stgy ETF
NAV as of
4 Week: 26.62 - 27.90
52 Week: 24.85 - 29.76
Latest Closing Price
27.33
Premium / Discount
-0.15
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 | 9.61 | 0.70 | 13.77 |
1 Day | 0.55 | 0.00 | 0.00 |
1 Week | -1.01 | 1.72 | -0.59 |
1 Month | 1.89 | 3.00 | 0.63 |
3 Months | 9.39 | 5.27 | 1.78 |
6 Months | -6.44 | 11.79 | -0.55 |
1 Year | 0.22 | 16.65 | 0.01 |
2 Years | -34.10 | 38.07 | -0.90 |
3 Years | -12.48 | 49.43 | -0.25 |
5 Years | -18.65 | 56.74 | -0.33 |
10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | |
Price (%) | 0.0000 | -30.3745 | 21.2203 | 11.7093 | -6.5959 | 10.6974 | -18.5316 | 36.5398 | 18.8858 | -6.2669 |
Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Rank | 0.0000 | 91.0000 | 3.0000 | 1.0000 | 9.0000 | 27.0000 | 93.0000 | 17.0000 | 25.0000 | 54.0000 |
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: 144
Number of Bond Holdings: 9
Number of Equity Holdings: 1
Total Market Value: 1,348,102,834
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | Brent Crude Future May 24 | 21.8245 | 1,624 | 1,624 | 144,942,000 |
2 | Crude Oil Aug24 | 20.0488 | 1,611 | 1,611 | 133,149,150 |
3 | Gold 100 Oz Dec 24 | 5.4600 | 148 | 148 | 36,261,480 |
4 | Low Sulphur Gas Oil Futures Dec24 | 5.3473 | 446 | 446 | 35,512,750 |
5 | Copper Future Dec 25 | 5.0472 | 139 | 139 | 33,519,850 |
6 | Corn Future Dec 25 | 4.7197 | 1,282 | 1,282 | 31,344,900 |
7 | Future on S-Oil | 4.2603 | 254 | 254 | 28,293,670 |
8 | Live Cattle Future June 24 | 4.1564 | 397 | 397 | 27,603,410 |
9 | RBOB Gasoline Future Sept 24 | 4.0456 | 267 | 267 | 26,867,623 |
10 | LME PRI ALUM DEC 25 | 3.9580 | 395 | 395 | 26,286,164 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
Size | % of portfolio |
---|---|
Giant | 0.00 |
Large | 4.26 |
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*
6.9037
Price/Book*
0.9086
Price/Sales*
0.2343
Price/Cash Flow*
12.4146
Dividend Yield*
2.0380
Growth Measures
Long-Term Earnings
0.0000
Historical Earnings
7.7570
Sales Growth
12.4985
Cash-Flow Growth
16.3242
Book-Value Growth
12.2290
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
9
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 | 6.22 |
183 to 364 Days | 2.02 |
Data Source: Morningstar
© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:
(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.
Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.