USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
Ticker
SDCI
ISIN
US90290T809
Price
USD 19.64
Change Today
+0.10 / 0.486 %
Price 1 year ago
16.58 / 18.472 %
Morningstar
4
52 Week Low
16.03
52 Week High
19.91
200 Day Moving Average 18.28
18.28
50-day Moving Average
19.16
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.62 |
| Sortino Ratio | 0.50 |
| Maximum Drawdown | -8.97% |
| Maximum Drawdown Date | 2023-12-12 |
| Calmar Ratio | -1.18 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 2.20 |
| Volatility | 11.356% |
| Alpha | +12.94 |
| Beta | -- |
| R Squared | +84.53 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.332% |
| Average Annual Volatility | 17.553% |
| Sharpe Ratio | 0.47 |
| Sortino Ratio | 0.41 |
| Maximum Drawdown | -46.0% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.19 |
Company information
Summary
The investment seeks long-term total return. The fund seeks to maintain substantial economic exposure to the performance of the commodities markets. It primarily gains exposure to the commodities markets through the investments of its wholly-owned subsidiary. The subsidiary, which has the same investment objective as the fund, is advised by the Adviser and sub-adviser. The fund seeks to provide exposure to the commodities markets that corresponds to the SummerHaven Dynamic Commodity Index Total ReturnSM. The index is a total return commodity sector index designed to broadly represent major commodities. The fund is non-diversified.
Market
US
Category
Commodities Broad Basket
Expense Ratio
0.69%
Fund family
USCF Investments
Morningstar
4
Yield
-
Exchange
PCX
| Sector | Weight |
|---|---|
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
| Country | Ratio |
|---|---|
| United States | — |
| Canada | — |
| Argentina | — |
| Brazil | — |
| Chile | — |
| Colombia | — |
| Mexico | — |
| Peru | — |
| Venezuela | — |
| United Kingdom | — |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| FGTXX | Goldman Sachs FS Government Instl | 18.59% |
| FRGXX | Fidelity® Inv MM Fds Government Instl | 18.07% |
| Uscf Cayman Commodity 2 | 17.58% | |
| MVRXX | Morgan Stanley Instl Lqudty Govt Instl | 2.58% |
| United States Treasury Bills | 2.58% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| VTIP | Vanguard Short-Term Inflation-Protected Securities Index Fund | US922020805 | NGM | 0.04% | 5 | -0.38 | |
| VTV | Vanguard Value Index Fund | US922908744 | PCX | 0.04% | 5 | +8.05 | |
| VYM | Vanguard High Dividend Yield Index Fund | IE00B8GKDB1 | PCX | 0.06% | 5 | +8.55 | |
| XLE | Energy Select Sector SPDR Fund | IE00BWBXM49 | PCX | 0.10% | 5 | +49.37 | |
| XLRE | The Real Estate Select Sector SPDR Fund | US81369Y860 | PCX | 0.10% | 5 | -2.68 | |
| XLV | Health Care Select Sector SPDR Fund | IE00BWBXM61 | PCX | 0.10% | 5 | +6.04 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.