abrdn Bloomberg All Commodity Strategy K-1 Free ET chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 9.42%
YTD return 2.11%
Beta 3Y 1.00
Total Assets 622.61M
Annual report expense ratio 0.25%

Company description

The index reflects the return on a fully collateralized investment in the Bloomberg Commodity IndexSM (“BCOM”), which is composed of futures contracts on physical commodities and is designed to be a highly liquid and broad-based benchmark for commodities futures investments. 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.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to abrdn Bloomberg All Commodity Strategy K-1 Free ET:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to abrdn Bloomberg All Commodity Strategy K-1 Free ET. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on abrdn Bloomberg All Commodity Strategy K-1 Free ET

Here is the result of two systematic investment strategies applied to abrdn Bloomberg All Commodity Strategy K-1 Free ET. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on abrdn Bloomberg All Commodity Strategy K-1 Free ET

The following chart shows the equity curve of the two systematic investment strategies applied to abrdn Bloomberg All Commodity Strategy K-1 Free ET:

abrdn Bloomberg All Commodity Strategy K-1 Free ET automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 31.68% on the backtest period.

Performance at glance

Performance

31.68 %

Latent gain

630.9 $

Invested capital

1991.7 $

Annualized return

7.65 %
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Momentum strategy results on abrdn Bloomberg All Commodity Strategy K-1 Free ET

This is the result of two momentum investment strategies applied to abrdn Bloomberg All Commodity Strategy K-1 Free ET. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on abrdn Bloomberg All Commodity Strategy K-1 Free ET

The following chart shows all the entries opened by the momentum investment system on abrdn Bloomberg All Commodity Strategy K-1 Free ET:

abrdn Bloomberg All Commodity Strategy K-1 Free ET momentum entries
  • The first momentum investment strategy would give 28.91% of return on abrdn Bloomberg All Commodity Strategy K-1 Free ET. That represents 1228.67$ of latent gain with 4249.65$ of employed capital.
  • The second momentum investment strategy would give 29.01% of return on abrdn Bloomberg All Commodity Strategy K-1 Free ET. That represents 720.7$ of latent gain with 2484.7$ of employed capital.
Performance at glance (1Q Momentum)

Performance

28.91 %

Latent gain

1228.67 $

Invested capital

4249.65 $

Annualized return

18.14 %
Performance at glance (2Q Momentum)

Performance

29.01 %

Latent gain

720.7 $

Invested capital

2484.7 $

Annualized return

7.93 %

Momentum equity curve on abrdn Bloomberg All Commodity Strategy K-1 Free ET

The following chart shows the equity curve of the two momentum strategies applied to abrdn Bloomberg All Commodity Strategy K-1 Free ET:

abrdn Bloomberg All Commodity Strategy K-1 Free ET momentum equity

Note: the dividends potentially given by abrdn Bloomberg All Commodity Strategy K-1 Free ET are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on abrdn Bloomberg All Commodity Strategy K-1 Free ET

The following chart shows the employed capital evolution of the two momentum strategies on abrdn Bloomberg All Commodity Strategy K-1 Free ET since the beginning:

abrdn Bloomberg All Commodity Strategy K-1 Free ET

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on abrdn Bloomberg All Commodity Strategy K-1 Free ET

Buy the dip entry openings on abrdn Bloomberg All Commodity Strategy K-1 Free ET

abrdn Bloomberg All Commodity Strategy K-1 Free ET

The performance achieved by the robo-advisor on abrdn Bloomberg All Commodity Strategy K-1 Free ET is 38.83%. That represents 97.8$ of latent gain with 251.88$ of employed capital. The following chart shows abrdn Bloomberg All Commodity Strategy K-1 Free ET stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of abrdn Bloomberg All Commodity Strategy K-1 Free ET, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

38.83 %

Latent gain

97.8 $

Invested capital

251.88 $

Annualized return

18.14 %

Equity curve of the strategy applied to abrdn Bloomberg All Commodity Strategy K-1 Free ET

The following chart shows the result of the investment strategy applied to abrdn Bloomberg All Commodity Strategy K-1 Free ET:

abrdn Bloomberg All Commodity Strategy K-1 Free ET

Note: the dividends potentially given by abrdn Bloomberg All Commodity Strategy K-1 Free ET are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on abrdn Bloomberg All Commodity Strategy K-1 Free ET

The following chart shows the employed capital evolution since the beginning of the investment strategy on abrdn Bloomberg All Commodity Strategy K-1 Free ET:

abrdn Bloomberg All Commodity Strategy K-1 Free ET

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on abrdn Bloomberg All Commodity Strategy K-1 Free ET

In this section, I will compare the three previous investment strategies applied to abrdn Bloomberg All Commodity Strategy K-1 Free ET.

Equity curve comparison on abrdn Bloomberg All Commodity Strategy K-1 Free ET

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

abrdn Bloomberg All Commodity Strategy K-1 Free ET investment strategy comparison

Employed capital comparison on abrdn Bloomberg All Commodity Strategy K-1 Free ET

abrdn Bloomberg All Commodity Strategy K-1 Free ET investment comparison

Performance comparison on abrdn Bloomberg All Commodity Strategy K-1 Free ET

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 31.68% 630.9$ 1991.7$ 7.65%
Momentum 1 quarter 28.91% 1228.67$ 4249.65$ 7.41%
Momentum 2 quarters 29.01% 720.7$ 2484.7$ 7.93%
Non-directional 38.83% 97.8$ 251.88$ 18.14%
Annualized return comparison

Automatic investment

7.65 %

Momentum 1Q

7.93 %

Momentum 2Q

7.93 %

Non-directional

18.14 %

Correlated stocks

Here are the most positively and negatively correlated stocks with abrdn Bloomberg All Commodity Strategy K-1 Free ET:

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months

  • Impac Mortgage Holdings Inc

  • Note: The algorithm computes the probability of correlation between abrdn Bloomberg All Commodity Strategy K-1 Free ET and the other stocks. There may be false positives or some missing correlated stocks. If the price of abrdn Bloomberg All Commodity Strategy K-1 Free ET does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name abrdn Bloomberg All Commodity Strategy K-1 Free ET
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker BCI
    Market

    abrdn Bloomberg All Commodity Strategy K-1 Free ET ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown