ICI - Optimized Currency Carry ETN Fundamentals

ICI Tracks This Index: Barclays Capital Intelligent Carry Index
Description: The index is designed to reflect the total return of an "Intelligent Carry Strategy," which, through an objective and systematic methodology, seeks to capture the returns that are potentially available from a strategy of investing in high-yielding currencies with the exposure financed by borrowings in low-yielding currencies sometimes referred to as the "carry trade."

ICI Performance

1 Week Return: -0.07%
2 Week Return: -0.11%
4 Week Return: -0.57%
13 Week Return: -2.68%
26 Week Return: 0.97%
YTD Return: -0.87%
1 Year Return: -1.02%
3 Year Return: 4.94%
5 Year Return: n/a
Data as of 05/23/2012

ICI Expenses & Fees

  • Expense Ratio: 0.65%
  • Category: Currency
  • Category Range: 0.35% to 0.89%
  • Category Average: 0.51%

ICI Valuation

P/E Ratio: n/a
Beta: 0.32
20 Day Moving Average: $45.73
60 Day Moving Average: $46.16
Data as of 05/23/2012

ICI Dividend

Annual Dividend Rate: n/a
Dividend Date: n/a
Dividend: n/a
Annual Dividend Yield %: 0.00%
Data as of 05/23/2012

ICI Volatility

5 Day Volatility: 10.14%
20 Day Volatility: 4.97%
50 Day Volatility: 4.25%
200 Day Volatility: 4.34%
Standard Deviation: 0.63%
Data as of 05/23/2012

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