As returns on market increase, UBS ETRACS returns are expected to increase less than the market. However during bear market, the loss on holding UBS ETRACS will be expected to be smaller as well.
Very weak diversificationOverlapping area represents amount of risk that can be diversified away by holding UBS ETRACS CMCI TR ETN and equity matching GSPC index in the same portfolio
UBS ETRACS Price and Market Media
The median price of UBS ETRACS for the period between Fri, Apr 19, 2013 and Sun, May 19, 2013 is 20.71 with a coefficient of variation of 1.01. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 20.69, and mean deviation of 0.17. The ETF received substential amount of media coverage during this period.
UBS ETRACS CMCI TR ETN [UCI] is traded in USA and was established in March 31, 2008. The fund is classified under Commodities Broad Basket category within UBS AG family. This fund at this time have 150.07 M in net assets. UBS ETRACS CMCI TR ETN is currenly generating return of -2.29%, while the total return for the last 3 years was 15.04%.
UBS ETRACS CMCI TR ETN is rated below average in net asset as compared to similar ETFs. Total Asset Under Management (AUM) of Commodities Broad Basket category is currently estimated at about 11.64 Billion. UBS ETRACS claims roughly 150.07 Million in net asset contributing just under 2% to ETFs in Commodities Broad Basket category.
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