AH Commodities UCITS Index

Strategy AUM
31 December 2023
£681m
-8.5% YoY

Performance

Monthly Returns

JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YTD
2024 -0.4 -0.8 -1.2
2023 0.7 -1.6 1.6 -0.9 -2.2 -1.2 2.0 -0.7 -0.3 0.1 0.9 -0.1 -1.6
2022 -0.2 3.2 5.3 2.0 -0.2 -3.7 -0.6 -0.7 -2.8 0.2 3.9 2.6 8.9
2021 0.5 1.3 -0.9 1.7 4.2 0.1 2.0 0.4 -0.2 1.4 0.1 2.8 14.0
2020 -1.2 -0.8 -4.8 3.6 -0.4 0.8 3.5 1.4 -2.7 -0.7 0.9 2.2 1.6
2019 1.5 1.3 -0.2 0.0 -1.7 3.1 2.1 1.4 -0.2 -0.1 -1.8 1.6 7.1
2018 1.4 -0.7 -1.2 2.0 1.4 -1.9 -2.3 -0.4 -0.1 1.2 -2.0 1.8 -0.8
2017 0.3 -0.4 -1.7 -0.7 -1.8 -0.4 -1.4 1.2 0.2 0.5 0.5 0.5 -3.0
2016 -0.5 2.4 -1.3 1.1 -1.3 1.0 0.9 -2.4 0.4 -0.2 -1.0 -2.3 -3.2
2015 -0.6 -0.6 0.5 -1.4 -0.7 -0.9 -0.5 0.0 0.7 1.3 0.4 0.8 -1.1
2014 1.0 -3.6 -1.1 0.2 -0.9 0.9 -6.7 -0.8 1.5 -1.3 -1.2 1.9 -10.0
2013 3.3 -3.6 -1.9 1.3 -0.3 4.3 -1.1 0.7 -2.8 -0.2 0.3 0.0 -0.1
2012 0.9 1.9 -2.4 -1.5 2.0 0.3 -3.5 3.9 -1.7 -3.7 -0.2 -1.7 -5.8
2011 0.4 3.1 0.8 1.5 0.1 -3.2 0.8 -1.6 -2.1 1.5 1.5 -0.2 2.4
2010 3.1 3.1 6.3
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Index Constituents

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Name Inception Date Sub-Strategy Geography AUM AMC Perf. Fee Hurdle Min Inv. Liquidity MTD YTD 2023 1W 1M 3M 6M 1Y 2Y 3Y ISIN Liquidity Domicile Inv. Adviser Portfolio Manager UN PRI Signatory Companywide ESG Policy SFDR ESG Data Integration Active Ownership ESG Exclusion List Return Consistency
Percentile Rank
Performance
Percentile Rank
Diversifier
Percentile Rank
Downside Protection
Percentile Rank
Low Risk
Percentile Rank
Andurand Fund Oct 2017 Global £43m 1.50% 20% No 100,000 Weekly 0.1 -3.7 -0.5 -1.7 -2.7 -0.7 9.8 IE00BYXQB218 Weekly Ireland Andurand Capital Pierre Andurand No Yes Article 6 No N/A N/A 41 65 100 67 52
DWS Gold Plus Mar 1994 Global £153m 0.85% Daily 1.3 0.6 7.0 1.6 0.5 0.7 3.6 7.1 4.6 22.0 LU0055649056 Daily Luxembourg Deutsche Asset & Wealth Man... Scott Ikuss Article 6 86 75 84 72 40
First Private Systematic Commodity Nov 2018 Global £24m 0.65% 10% No 500,000 Daily -0.8 -7.3 0.2 -0.1 -1.1 0.5 -5.5 -7.4 12.0 DE000A0Q95D0 Daily Germany First Private Investment Ma... Christian Schuster Yes Yes Article 6 No N/A N/A 52 78 96 82 39
LO Funds - Commodity Risk Premia Jun 2011 Global £82m 0.75% 1,000,000 Daily -4.4 -1.1 0.3 -0.8 -3.7 -3.0 -7.0 -4.9 23.6 LU0640921382 Daily Luxembourg Lombard Odier Investment Ma... Laurent Joué, Marc Pellaud 69 95 39 23 34
Lumyna - Merrill Lynch MLCX Commodity Alpha Fund Sep 2010 Global £279m 0.60% 0% No 1,000,000 Daily -0.5 1.2 -0.3 0.1 0.2 1.9 -2.5 19.6 22.6 LU1057469469 Daily Luxembourg Other Lumyna Investments Limited No Yes Article 6 No N/A N/A 92 90 62 51 63
Lumyna - Merrill Lynch MLCX Commodity Beta Fund Sep 2014 Global £6m 0.75% 0% No 1,000,000 Daily 0.9 -3.7 1.1 0.1 -0.3 -3.1 0.1 -0.8 44.3 LU1042053212 Daily Luxembourg Other Lumyna Investments Limited No Yes Article 6 No No Yes 65 99 53 50 38
THEAM Quant - Alpha Commodity Jun 2019 Global £94m 0.65% 0% No 100,000 Daily -0.5 13.1 -1.7 -0.1 -0.8 2.5 5.7 19.1 22.0 LU1893641487 Daily Luxembourg BNP Paribas Asset Management Yes Yes Article 6 No N/A N/A 86 88 74 91 75
Displaying 1 - 7 of 7 funds. View all

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