USCI

United States Commodity Index Fund
*Unless otherwise stated, data provided by FactSet.

USCI Fund Description

USCI 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. Each month, it picks the seven commodities with the greatest backwardation (or least contango) and the seven 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 futures contract on each commodity with the greatest backwardation or least contango. The 14 commodity contracts are selected from a pool of 27 eligible futures contract and are determined by quant analysis relating to its prices. Investors should note that USCI issues a K-1 at tax time.

PERFORMANCE [as of 06/11/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
USCI 1.92% 13.06% 26.91% 52.54% -2.53% -0.96% -4.73%
USCI (NAV) 0.62% 11.44% 26.61% 54.85% -2.50% -1.02% -4.79%
SummerHaven Dynamic Commodity (TR) 0.73% 11.77% 27.25% 57.92% -1.24% 0.39% -3.35%
S&P GSCI 2.44% 8.82% 30.43% 61.52% -2.11% 1.15% -7.00%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

USCI Summary Data

08/10/10
Commodities Pool
1.03%
$217.67M
$1.84M
0.18%

USCI Portfolio Data

Futures
Optimized
Monthly
3

USCI Index Data

SummerHaven Dynamic Commodity (TR)
Equal
Technical
S&P GSCI

USCI Portfolio Management

1.03%
-0.94%
-0.28%
-3.07%

USCI Tax Exposures

27.84% / 27.84%
--
Yes

USCI Fund Structure

Commodities Pool
No
N/A
N/A
N/A
Low
Daily

USCI Factset Analytics Block Liquidity

As of 06/14/21
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

46,304
$1.84M
36,057
$1.37M
0.18%
$0.07
0.00%
0.58% / -0.77%
None
100.00%
50,000
0.72
0.02%
--
0
$41.25
5

USCI Sector Breakdown


USCI
Segment Benchmark
25.00%
6.58%
25.00%
54.77%
25.00%
10.48%
16.67%
22.56%
8.33%
5.61%

USCI Top 10 Targeted Commodity Weights

51.78%
36.34%
11.89%
100.00%

USCI Tenor Strategy

USCI uses an optimized quantitative rules-based strategy for tenor selection.

USCI Rolling Strategy

USCI is rolled over the course of four days.

USCI Performance Statistics

0.48
0.46
0.40
0.40
0.01%