DJP

iPath Bloomberg Commodity Index Total Return ETN
B

44
*Unless otherwise stated, data provided by FactSet.

DJP Fund Description

The iPath Bloomberg Commodity Index Total Return ETN tracks a broad index of 22 different commodity contracts with varying roll schedules. Contract maturity can range from one to five months.

DJP Factset Analytics Insight

DJP is a broad basket commodity ETN that tracks an index with varying contract lengths and roll schedules. The index uses both liquidity- and US dollar-weighted production data to determine the relative quantities of included commodities. Additionally, the index attempts to embody four main principles in its construction: economic significance, diversification, continuity, and liquidity. Using these metrics, the index attempts to create a fair representation of each commodity’s importance to the world economy and to filter out unwarranted weightings for commodities. In addition to these factors, the index adds a 33% cap to commodity sectors and a 15% cap to individual commodities.Our segment benchmark also tracks a broad basket of commodity contracts, but the similarities end there. All contracts held in our benchmark, the S&P GSCI, are front-month contracts. Additionally, the benchmark does not have the same filtering methodology or capping requirements as the underlying index, so expect to see wide deviations in Fit.

DJP CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 07/12/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DJP -7.55% -6.21% -4.67% 2.74% -6.05% -9.23% -10.55%
DJP (NAV) -7.38% -6.22% -4.81% 2.77% -6.01% -9.20% -10.53%
Bloomberg Commodity Index -6.40% -5.26% -3.82% 3.15% -4.71% -7.72% -10.53%
S&P GSCI -2.20% 0.18% 5.42% 24.70% -3.96% -11.27% --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DJP Top 10 Holdings

This chart is unavailable

DJP Summary Data

iPath
06/06/06
Exchange-Traded Note
0.70%
$1.02B
$10.88M
0.05%

DJP Portfolio Data

Futures
Extended Term
Annually
--

DJP Index Data

Multi-Factor
Fixed
S&P GSCI

DJP Portfolio Management

0.70%
-0.41%
0.96%
-1.49%

DJP Tax Exposures

20.00% / 39.60%
--
No

DJP Fund Structure

Exchange-Traded Note
No
N/A
Barclays Bank PLC
Low
Low
None
Bats Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

DJP Factset Analytics Block Liquidity

As of 07/18/18
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of DJP. DJP is rated a 5 out of 5.

DJP Tradability

446,507
$10.88M
210,935
$5.11M
0.05%
$0.01
0.02%
0.43% / -0.41%
None
100.00%
30,000
7.03
0.00%
--
2,956
$22.92
5

DJP SECTOR BREAKDOWN


DJP
Segment Benchmark
35.06%
20.70%
21.93%
55.12%
18.27%
5.14%
17.27%
9.42%
7.47%
9.61%

DJP Tenor Strategy

DJP tracks contracts that vary in maturity, from one to five months, according to a fixed schedule.

DJP Rolling Strategy

DJP rolls contracts between the 6th and 10th business day of pre-determined roll months.

DJP Performance Statistics

0.76
0.67
0.54
0.48
0.00%

Options Strategies for Outcome Investing

Options allow you to customize investment outcomes. Using the strategy builders provided by Cboe Vest Technologies, you can construct some of the most common option strategies. Check out our user guide for more information on how to use the tool.

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.