CMCI Gold TR
UBS E-TRACS CMCI Gold Total Return is designed to track the performance of the UBS Bloomberg CMCI Gold Total Return, less investor fees. The CMCI Gold TR measures the collateralized returns from a basket of gold futures contracts. The commodity futures contracts are diversified across five constant maturities from three months up to three years.
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Product profile
Product Name |
E-TRACS CMCI Gold Total Return |
Underlying Product |
UBS Bloomberg CMCI Gold Total Return |
Issuer |
UBS AG |
Ticker Symbol |
UBG |
CUSIP |
902641810 |
Primary Exchange |
NYSE Arca |
Initial Trade Date |
April 01, 2008 |
Maturity Date |
April 05, 2038 |
Yearly Fee (%) |
0.30% |
Market data
Closing Price |
22.19 |
Volume |
418 |
Net Change |
0.00 |
20 Day Volume Average |
348.00 |
% Change |
0.00 |
Shares Outstanding |
160,000 |
High (52 week) |
27.52 |
Market Cap |
3,550,400.00 |
Low (52 week) |
22.19 |
Daily Indicative Value |
22.86 |
Updated on: August 19, 2008 |
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Returns
Total Return |
Annualized Return |
Annual Volatility |
Sharpe Ratio |
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CMCI Gold Total Return |
227.78% |
11.99% |
16.34% |
0.53% |
Gold Spot Price ($/oz.) |
224.87% |
11.90% |
17.08% |
0.50% |
Pro forma and historical results for the period from January 5, 1998 through June 30, 2008.
Source: UBS Investment Bank, publicly available data. Historical information presented is as of June 30, 2008 and is furnished as a matter of information only. Historical performance of the Index is not an indication of future performance. Future performance of the Index may different significantly from historical performance, either positively or negatively.
Source: UBS Investment Bank, CMCI Advisory Committee.
Index comparisons
Source: UBS Investment Bank, CMCI Advisory Committee.
The graph above illustrates the performance of the Index from January 5, 1998 through June 30, 2008 in comparison with the spot price of gold, determined on the basis of the price of an ounce of gold as set by the afternoon session of the twice daily fix of the price of an ounce of gold. The data for the CMCI Gold Total Return for the periods prior to January 2007 is derived by using the Index's calculation methodology with historical prices.
Maturity weights
Source: UBS Investment Bank, CMCI Advisory Committee.
Weights across maturities are determined based on the relative liquidity of the underlying futures contracts.
