DJP

iPath Bloomberg Commodity Index Total Return ETN
*Unless otherwise stated, data provided by FactSet.

DJP Fund Description

DJP tracks a broad basket of 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. There are 24 different commodity contracts eligible for inclusion. 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. The index is rebalanced annually.

PERFORMANCE [as of 10/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DJP 9.18% 10.62% 37.95% 46.79% 7.90% 4.91% -3.57%
DJP (NAV) 7.76% 9.75% 38.32% 47.58% 8.03% 4.94% -3.55%
Bloomberg Commodity Index 6.81% 8.65% 32.97% 40.59% 7.61% 4.96% -2.70%
S&P GSCI 9.75% 11.90% 46.74% 64.25% 1.15% 4.40% -4.89%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DJP Summary Data

Barclays
iPath
06/06/06
Exchange-Traded Note
0.70%
$904.56M
$5.79M
0.09%

DJP Portfolio Data

Futures
Front Month
Annually
0

DJP Index Data

Bloomberg Commodity Index
Multi-Factor
Fixed
S&P GSCI

DJP Portfolio Management

0.70%
6.30%
11.76%
-2.39%

DJP Tax Exposures

20.00% / 39.60%
--
No

DJP Fund Structure

Exchange-Traded Note
No
N/A
Barclays Bank PLC
Low
Medium
None

DJP Factset Analytics Block Liquidity

As of 10/25/21
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

207,295
$5.79M
136,662
$3.37M
0.09%
$0.03
0.04%
0.55% / -0.66%
None
100.00%
30,000
4.56
0.09%
--
868
$30.24
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
0.79
0.54
0.48
0.00%