C000116096 Performance — Nuveen Gresham Diversified Commodity Strategy Fund, Class I
Data updated: 2020-08-27
C000116096 returned −17.69% over one year to Jun 2020. Over one year the fund trailed its Commodities category average: $100 grew to $82, against $100 for the category. Volatility over the past 12 months was 18.98% a year. In the 12 months to Jun 2020 the fund lost a net $46.2M, and assets reached $25.88M.
C000116096 Growth of $100
What $100 invested in Nuveen Gresham Diversified Commodity Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | C000116096 | Category average |
|---|---|---|
| 1 year (Jul 2019 – Jun 2020) | $82 | $100 |
C000116096 Trailing Returns
Total returns to Jun 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −17.69% |
C000116096 Annual Returns
Calendar-year total returns of Nuveen Gresham Diversified Commodity Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Jun) | −20.00% |
| 2019 (Jul–Dec) | +2.89% |
C000116096 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | −7.5% | −5.3% | −13.9% | −1.5% | +4.8% | +2.6% | — | — | — | — | — | — |
| 2019 | — | — | — | — | — | — | −0.8% | −3.4% | +1.4% | +2.0% | −1.4% | +5.3% |
C000116096 Risk
Risk measures from monthly returns over Jul 2019 – Jun 2020.
- 1-year volatility (annualised): 18.98%
- Best month: +5.28% (Dec 2019)
- Worst month: −13.86% (Mar 2020)
C000116096 Fund Flows
Monthly money in and out of Nuveen Gresham Diversified Commodity Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: −$46.2M
- 12-month gross sales (incl. reinvestments): $25.1M
- Sales ÷ redemptions: 0.35×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2020 | $67K | $7.0M | −$6.9M |
| May 2020 | $2.0M | $5.0M | −$3.0M |
| Apr 2020 | $7.5M | $6.8M | $722K |
| Mar 2020 | $890K | $23.2M | −$22.4M |
| Feb 2020 | $1.4M | $929K | $434K |
| Jan 2020 | $3.6M | $2.8M | $794K |
| Dec 2019 | $3.2M | $5.3M | −$2.2M |
| Nov 2019 | $2.1M | $4.1M | −$2.0M |
| Oct 2019 | $1.6M | $2.8M | −$1.2M |
| Sep 2019 | $939K | $6.1M | −$5.1M |
| Aug 2019 | $979K | $4.1M | −$3.1M |
| Jul 2019 | $878K | $3.0M | −$2.2M |
C000116096 Assets Under Management
Net assets of Nuveen Gresham Diversified Commodity Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-06-30 | $25.88M |
| 2020-03-31 | $33.46M |
| 2019-12-31 | $73.26M |
| 2019-09-30 | $75.65M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.