USCI

United States Commodity Index Fund
CLOSING PRICECHANGE (%)VOLUME
$38.82-0.24 (-0.61%)35.90K
4:00:00 p.m. (ET) 05/24/2017
BZX EXCHANGE CLOSED
LAST TRADECHANGE (%)
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BID SIZEBID ($)ASK ($)ASK SIZE
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Overall Rating

C

11
as of 05/24/17

Rating Details

67
95
11
Segment Average
  • Overview
  • Efficiency
  • Tradability
  • Fit

USCI Fund Description

The United States Commodity Index Fund tracks an equal-weighted index of 14 commodity futures contracts selected based on their level of backwardation and price momentum.

USCI FactSet Analytics Insight

USCI aims to be the ultimate contango killer.USCI's biases could change any month Each month, it picks the 7 commodities with the greatest backwardation (or least contango) and the 7 commodities with the greatest 12-month price momentum, with the caveat that it holds at least one precious metal, industrial metal, energy, livestock, soft, and grain commodity. From there, it equally weights the contract on each commodity with the greatest backwardation or least contango. Accordingly, USCI often bests our benchmark, at least with respect to impact from roll costs. USCI rarely looks like our benchmark, especially given how it often cuts energy severely, but those biases could change any month. USCI trades briskly, with small spreads for retail investors and perfect block liquidity. However, the fund isn't cheap to hold, which is typical of the futures-based commodity ETF space. Tracking can be volatile, and investors should note that USCI issues a K-1 at tax time.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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USCI Top 10 Contracts

USCI Summary Data

08/10/10
Commodities Pool
1.02%
$539.48 M
$2.91 M
0.15%

USCI Portfolio Data

Futures
Optimized
Monthly
13

USCI Index Data

SummerHaven Dynamic Commodity Index Total Return
Equal
Technical
S&P GSCI

Related ETFs to USCI

DBC, GSC, BCM, CSCR, SBV
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

USCI Portfolio Management

1.02%
-1.37%
-0.89%
-1.67%

USCI Tax Exposures

27.84% / 27.84%
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Yes

USCI Fund Structure

Commodities Pool
No
N/A
N/A
N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
ASKS----
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BIDS----
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LAST 10 TRADES
TIMEPRICESHARES
15:57:3938.8074
15:57:3938.8030
15:57:3938.79100
15:57:3938.79100
15:57:3938.79100
15:55:5138.77100
15:33:5838.78100
13:56:4538.7615
13:54:1238.76100
12:02:2938.69100
Bats BZX Real-time Quote - 17:14:26
Average Spread
Premium/Discount
Volume

USCI FactSet Analytics Block Liquidity

As of 05/24/17
5
4
3
2
1

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

USCI Tradability

74,703
$2.91 M
45,704
$1.76 M
0.15%
$0.06
-0.02%
0.41% / -0.60%
None
100.00%
50,000
0.91
0.02%
--
--
$39.06
5

USCI Performance Statistics

0.53
0.43
0.40
0.40
0.01%