iShares S&P GSCI Commodity-Indexed Trust (GSG)

15.67 -0.09  -0.57% NYSE Arca Dec 11, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 15.64
Discount or Premium to NAV 0.19%
Turnover Ratio --
1 Year Fund Level Flows -608.13M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.77% 0.77% -0.69% 10
3M 3.01% 2.94% 0.98% 10
6M 5.07% 5.00% 2.97% 8
YTD 12.41% 12.51% 4.85% 7
1Y 3.89% 3.69% -0.34% 13
3Y 0.73% 0.75% -1.21% 14
5Y -7.62% -7.54% -4.89% 97
10Y -6.13% -6.22% -4.87% 82
15Y -- -- -1.82% --
20Y -- -- -- --
As of Dec. 11, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 81.40% 81.40% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 18.60% 18.60% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Dec. 10, 2019

Region Exposure

Americas 100.0%
North America 100.0%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of Dec. 10, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

GSG Bond Exposure

Government 18.60%
Corporate 0.00%
Securitized 0.00%
Municipal 0.00%
Cash 81.40%
Derivative 0.00%
As of Dec. 10, 2019

GSG Bond Credit Quality Exposure

AAA --
AA --
A --
BBB --
BB --
B --
Below B --
Date Unavailable

GSG Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 100.0%
183 to 364 Days 0.00%
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%
As of Dec. 10, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- United States Treasury Bills 0% 14.34% -- --
-- United States Treasury Bills 0% 10.76% -- --
-- United States Treasury Bills 0% 10.74% -- --
-- United States Treasury Bills 0% 10.04% -- --
-- United States Treasury Bills 0% 9.32% -- --
-- United States Treasury Bills 0% 7.26% -- --
-- United States Treasury Bills 0% 7.18% -- --
-- United States Treasury Bills 0% 7.17% -- --
-- United States Treasury Bills 0% 4.31% -- --
-- United States Treasury Bills 0% 3.58% -- --
As of Dec. 10, 2019
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Basic Info

Investment Strategy
The investment seeks to track the results of a fully collateralized investment in futures contracts on the S&P GSCI™ Total Return Index. The Trust holds long positions in index futures that have settlement values at expiration based on the level of the S&P GSCI-ER at that time, and earning interest on its non-cash Collateral Assets used to satisfy applicable margin requirements on those index futures positions. The index reflects the return of the S&P GSCI-ER, together with the return on specified U.S. Treasury securities that are deemed to have been held to collateralize a hypothetical long position in the futures contracts comprising the S&P GSCI™.
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 Specialty - Unaligned
Fund Owner Firm Name iShares
Reports
One Page Report Download

Manager Info

Name Tenure
Management Team 13.40 yrs

Net Fund Flows

1M -5.49M
3M -152.44M
6M -320.44M
YTD -668.93M
1Y -608.13M
3Y -343.71M
5Y 137.79M
10Y -551.13M
As of Nov. 30, 2019

Risk Info

Beta (5Y) 1.417
Max Drawdown (All) 83.92%
Historical Sharpe Ratio (10Y) -0.3105
Historical Sortino (All) -0.4751
30-Day Rolling Volatility 15.68%
Daily Value at Risk (VaR) 1% (All) 4.21%
Monthly Value at Risk (VaR) 1% (All) 19.99%

Fundamentals

Dividend Yield TTM (12-11-19) 0%
30-Day SEC Yield --
7-Day SEC Yield --
Current Yield --
Yield to Maturity --
Effective Duration --
Average Coupon --
Average Credit Score --
Average Price --
Number of Holdings 17
As of Dec. 10, 2019

Comparables

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Attributes

Key Dates
Inception Date 7/10/2006
Termination Date
Last Annual Report Date 12/31/2018
Last Prospectus Date 4/26/2019
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 Yes
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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