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 07/29/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DJP 3.85% 7.46% 26.90% 48.06% 5.64% 3.91% -5.62%
DJP (NAV) 5.28% 9.24% 29.05% 49.16% 6.15% 3.98% -5.39%
Bloomberg Commodity Index 4.63% 8.15% 24.95% 41.42% 5.97% 4.13% -4.43%
S&P GSCI 3.13% 8.45% 34.02% 53.03% -0.88% 4.21% -6.53%
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%
$764.70M
$6.72M
0.12%

DJP Portfolio Data

Futures
Extended Term
Annually
--

DJP Index Data

Bloomberg Commodity Index
Multi-Factor
Fixed
S&P GSCI

DJP Portfolio Management

0.70%
0.41%
11.76%
-2.94%

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 07/30/21
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

250,012
$6.72M
141,401
$3.85M
0.12%
$0.03
0.03%
0.45% / -0.72%
None
100.00%
30,000
4.71
0.09%
--
984
$28.21
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

0.71
0.72
0.54
0.48
0.00%

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