NYSEArca - Delayed Quote USD

abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD)

32.59
-0.16
(-0.49%)
At close: January 31 at 4:00:00 PM EST

ETF Summary

The index is a three-month forward version of the Bloomberg Commodity Index Total ReturnSM (“BCOMTR”), which reflects the return on a fully collateralized investment in the Bloomberg Commodity IndexSM (“BCOM”). The fund invests in exchange-traded commodity futures contracts through a wholly-owned subsidiary of the fund organized under the laws of the Cayman Islands (the “Subsidiary”). It is non-diversified.

Risk Overview

Performance & Risk

YTD Return 4.76%
5y Average Return 11.80%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.95
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
BCDCategory AverageBCDCategory AverageBCDCategory Average
Alpha 0.96 0.99 3.16 1.17 0 1.21
BETA 0.95 0.91 0.92 0.98 0 1.04
Mean Annual Return 0.49 0.49 0.88 0.74 0 0.29
R-squared 98.19 85.55 97.53 85.73 0 86.34
Standard Deviation 13.95 14.25 14.62 16.8 0 15.52
Sharpe Ratio 0.12 0.12 0.54 0.38 0 0.1
Treynor Ratio 0.87 0.93 7.94 5.39 0 0.42

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