MSCI USA COMMODITY PRODUCERS SECTOR
CAPPED INDEX (EUR)
The MSCI USA Commodity Producers Sector Capped Index is based on MSCI USA, its parent index and captures large and mid-cap segments
of the US market. The index is designed to track the performance of global listed commodity producers across the Energy, Metals and
Agricultural sectors.
CUMULATIVE INDEX PERFORMANCE - NET RETURNS
300
ANNUAL PERFORMANCE (%)
(EUR) (JUN 2002 – JUN 2017)
267.30
200
189.62
100
50
Jun 02
Sep 03
Dec 04
Mar 06
Jun 07
Sep 08
MSCI USA
Commodity
Producers
Sector Capped
Year
MSCI USA Commodity Producers Sector Capped
MSCI USA
Dec 09
INDEX PERFORMANCE — NET RETURNS
Mar 11
Jun 12
Sep 13
Dec 14
Mar 16
Jun 17
2016
2015
2014
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
33.17
-20.30
8.34
8.90
2.31
-6.47
22.87
29.35
-40.23
27.68
10.99
33.90
8.93
19.32
FUNDAMENTALS
(%) ( JUN 30, 2017 )
MSCI USA
14.21
12.16
28.33
26.10
13.56
4.75
22.75
22.32
-34.34
-4.90
2.58
21.16
2.20
6.83
( JUN 30, 2017 )
ANNUALIZED
1 Mo
3 Mo
1 Yr
YTD
3 Yr
5 Yr
10 Yr
Since
Dec 31, 1998
Div Yld (%)
P/E
P/E Fwd
P/BV
MSCI USA Commodity
Producers Sector Capped
-1.46
-10.03
-1.74
-12.18
-1.99
2.12
0.93
5.92
2.13
38.07
18.18
2.12
MSCI USA
-0.83
-3.46
14.26
0.99
15.58
16.33
8.38
5.16
1.98
23.29
18.09
3.13
INDEX RISK AND RETURN CHARACTERISTICS
( DEC 31, 1998 – JUN 30, 2017 )
ANNUALIZED STD DEV (%) 2
Beta
MSCI USA Commodity
Producers Sector Capped
MSCI USA
0.86
15.02
1.00
0.00
SHARPE RATIO 2 , 3
MAXIMUM DRAWDOWN
3 Yr
5 Yr
10 Yr
3 Yr
5 Yr
10 Yr
Since
Dec 31,
1998
12.31
18.90
15.89
18.46
-0.01
0.21
0.09
0.29
52.69
2008-05-19—2008-11-20
2.66
12.59
10.93
13.68
1.23
1.45
0.59
0.28
65.19
2000-08-31—2009-03-09
Tracking Turnover
Error (%)
(%) 1
1
Last 12 months
2
Based on monthly net returns data
3
(%)
Period YYYY-MM-DD
Based on ICE LIBOR 1M
The MSCI USA Commodity Producers Sector Capped Index was launched on Apr 30, 2008. Data prior to the launch date is back-tested data (i.e. calculations of how the index might have performed over that time
period had the index existed). There are frequently material differences between back-tested performance and actual results. Past performance -- whether actual or back-tested -- is no indication or guarantee
of future performance.
MSCI USA COMMODITY PRODUCERS SECTOR CAPPED INDEX
JUN 30, 2017
INDEX CHARACTERISTICS
TOP 10 CONSTITUENTS
MSCI USA Commodity
Producers
Sector Capped
Number of
Constituents
34
635
Weight
Largest
Smallest
Average
Median
MSCI USA
14.63
0.11
2.94
0.97
(%)
3.46
0.01
0.16
0.07
MONSANTO CO
EXXON MOBIL CORP
NUCOR CORP
NEWMONT MINING CORP
FREEPORT MCMORAN B
CHEVRON CORP
ARCHER-DANIELS-MIDLAND
STEEL DYNAMICS
BUNGE
FMC CORP
Total
Index
Wt. (%)
Parent Index
Wt. (%)
Sector
14.63
12.32
10.23
9.55
9.15
7.27
6.66
4.82
2.93
2.76
80.31
0.24
1.53
0.08
0.08
0.08
0.90
0.11
0.04
0.05
0.04
3.15
Materials
Energy
Materials
Materials
Materials
Energy
Cons Staples
Materials
Cons Staples
Materials
SUB-INDUSTRY WEIGHTS
11.61%
9.55%
12%
9.15%
15.05%
21.36%
21.28%
Fertilizers & Agricultural Chemicals 21.36%
Agricultural Products 12%
Integrated Oil & Gas 21.28%
Oil & Gas Exploration & Production 11.61%
Steel 15.05%
Gold 9.55%
Copper 9.15%
INDEX METHODOLOGY
The MSCI Commodity Producers Indexes are free float-adjusted market capitalization indexes designed to track the performance of global
listed commodity producers. The MSCI Commodity Producers indexes are divided into three commodity producers sectors namely 1) Energy,
2) Metals, and 3) Agriculture. The MSCI Commodity Producers Sector Capped Indexes follow similar index construction rules to the market
capitalization weighted indexes except that the weights of the Energy, Metals and Agriculture sectors are each fixed at one-third of the index.
Constituent weights within the respective sector are based on free float-adjusted market capitalization. During the regularly scheduled Index
Review, the individual sector weights within the sector capped indexes will be equally re-weighted to one-third each. Coinciding with the
quarterly and semi-annual index reviews of the Parent Index, the MSCI Commodity Producers Indexes are rebalanced on the last business
day of February, May, August and November.
ABOUT MSCI
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MSCI USA COMMODITY PRODUCERS SECTOR CAPPED INDEX