CPERUnited States Copper Index Fund
CPER Fund Description
CPER tracks a rules-based index of copper futures contracts selected based on the shape of the copper futures curve.
CPER Factset Analytics Insight
CPER is a commodity pool tracking copper futures contracts on COMEX. The fund uses a complex optimization process to select two or three contracts each month in an attempt to mitigate the effects of contango. Contracts are selected using quant analysis on prices of eligible copper futures, developed by Summer Haven Index Management. Because of the fund’s commodity pool structure, investors will pay a blended tax rate on capital gains regardless of how long they’ve held it, and will receive a K-1 at tax time.
CPER Portfolio Data
CPER Index Data
CPER Portfolio Management
CPER Tax Exposures
CPER Fund Structure
CPER Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of CPER. CPER is rated a 5 out of 5.
CPER Sector Breakdown
CPER Top 10 Targeted Commodity Weights
CPER Tenor Strategy
CPER is rebalanced monthly, using a rules-based process to select 2-3 copper contracts based on market signals
CPER Rolling Strategy
CPER rolls contracts over a 4 day period each month.