iShares Commodities Select Strategy ETF (COMT)

22.45 +0.17  +0.76% NASDAQ Mar 31, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 22.51
Discount or Premium to NAV -0.76%
Turnover Ratio 32.00%
1 Year Fund Level Flows 81.23M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -19.62% -19.23% -14.49% 89
3M -31.78% -31.52% -25.02% 91
6M -26.93% -26.76% -20.88% 88
YTD -31.78% -31.52% -24.61% 91
1Y -30.31% -30.26% -23.87% 86
3Y -7.01% -6.84% -8.86% 15
5Y -6.40% -6.43% -8.17% 15
10Y -- -- -7.51% --
15Y -- -- -4.27% --
20Y -- -- -- --
As of March 31, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 88.95% 92.45% 3.51%
Stock 0.00% 0.00% 0.00%
Bond 8.99% 8.99% 0.00%
Convertible 2.06% 2.06% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of March 27, 2020

Region Exposure

Americas 65.84%
North America 65.84%
Latin America 0.00%
Greater Europe 15.53%
United Kingdom 15.53%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 18.62%
Japan 0.00%
Australasia 0.00%
Asia Developed 18.62%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 3.19%
As of March 27, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

COMT Bond Exposure

Government 2.49%
Corporate 8.19%
Securitized 0.00%
Municipal 0.00%
Cash 89.32%
Derivative 0.00%
As of March 27, 2020

COMT Bond Credit Quality Exposure

AAA --
AA --
A --
BBB --
BB --
B --
Below B --
Not Rated --
Date Unavailable

COMT Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 18.62%
31 to 90 Days 0.00%
91 to 182 Days 0.00%
183 to 364 Days 0.00%
1 to 3 Years 23.29%
3 to 5 Years 19.27%
5 to 7 Years 0.00%
7 to 10 Years 0.00%
10 to 15 Years 0.00%
15 to 20 Years 3.88%
20 to 30 Years 34.93%
Over 30 Years 0.00%
As of March 27, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Vw Credit Inc 4.28% -- --
-- Lloyds Bank plc 0% 3.00% -- --
-- Canada (Government of) 0% 2.57% -- --
-- Ecolab Inc. 0% 2.14% -- --
-- Toyota Motor Credit Corporation 0% 2.13% -- --
-- DBS Bank Limited 0% 2.06% -- --
-- United States Treasury Bills 0% 1.72% -- --
-- Santander UK PLC 0% 1.72% -- --
-- Abb Treasury Center Usa Inc 1.37% -- --
-- Societe Generale S.A. 0% 0.94% -- --
As of March 27, 2020
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Basic Info

Investment Strategy
The investment seeks total return by providing investors with broad commodity exposure. The fund seeks to achieve its investment objective by investing 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. It is an actively managed exchange-traded fund ("ETF") that does not seek to replicate the performance of a specified index.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style --
Broad Asset Class Commodities
Broad Category Commodities
Category Name Commodities Broad Basket
Prospectus Objective Growth and Income
Fund Owner Firm Name iShares
Benchmark Index
S&P GSCI Dynamic Roll TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Alan Mason 3.88 yrs
Amy Whitelaw 1.17 yrs
Greg Savage 5.38 yrs
Richard Mejzak 3.35 yrs
Tim Parsons 0.17 yrs

Net Fund Flows

1M -53.13M
3M -56.70M
6M 38.04M
YTD 147.72M
1Y 81.23M
3Y 342.42M
5Y 235.32M
10Y --
As of Feb. 29, 2020

Risk Info

Beta (5Y) 1.266
Max Drawdown (All) 51.88%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.7056
30-Day Rolling Volatility 52.88%
Daily Value at Risk (VaR) 1% (All) 2.95%
Monthly Value at Risk (VaR) 1% (All) 18.37%

Fundamentals

Dividend Yield TTM (3-31-20) 3.82%
30-Day SEC Yield (12-18-18) 0.00%
7-Day SEC Yield --
Current Yield 3.56%
Yield to Maturity --
Effective Duration --
Average Coupon 6.45%
Average Credit Score --
Average Price --
Number of Holdings 65
As of March 27, 2020

Comparables

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Attributes

Key Dates
Inception Date 10/15/2014
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 2/28/2020
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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