USCI United States Commodity Index Fund
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.
USCI Summary Data
USCI Portfolio Data
USCI Index Data
USCI Portfolio Management
USCI Tax Exposures
USCI Fund Structure
USCI Factset Analytics Block Liquidity
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 Sector Breakdown
USCI Top 10 Targeted Commodity Weights
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.