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RJZ: ELEMENTS Linked to the Rogers International Commodity Index - Metals Total Return (ETF)
Basic Info
Asset Class: | Commodities Industrial Metals |
MyPlanIQ Rating: | (68%) |
Start Date: | 10/18/2007 |
Last Dividend Date: | 06/07/2017 |
12-Mo. Yield | 0.00% |
Expenses | 0.75% |
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Performance Analytics (As of 11/21/2022)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 10/18/2007 |
2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -14.4 | 6.4 | 2.5 | -0.6 | 0.3 | -0.2 | -14.8 | 13.5 | 20.6 | 8.8 | -13.5 | 19.4 | 15.3 | -18.4 | -10.0 | -17.7 | 5.7 | -17.4 | 24.1 | 71.6 | -38.4 | -7.2 |
Sharpe Ratio | NA | -0.64 | 0.24 | 0.08 | -0.06 | NA | -0.03 | -0.7 | 0.79 | 0.67 | 0.79 | -0.92 | 1.52 | 1.05 | -1.14 | -0.85 | -1.1 | 0.34 | -0.73 | 1.03 | 2.28 | -1.08 | -1.59 |
Draw Down(%) | NA | 37.0 | 37.0 | 37.0 | 47.4 | NA | 56.8 | 37.0 | 8.8 | 31.8 | 7.9 | 18.5 | 7.5 | 7.8 | 24.9 | 15.2 | 23.6 | 19.5 | 25.3 | 19.8 | 11.9 | 56.8 | 12.3 |
Standard Deviation(%) | NA | 24.2 | 24.4 | 20.8 | 17.8 | NA | 21.5 | 25.2 | 17.1 | 30.3 | 9.3 | 16.2 | 12.4 | 14.3 | 16.2 | 11.7 | 16.2 | 16.9 | 23.9 | 23.4 | 31.4 | 36.4 | 21.2 |
Treynor Ratio | NA | -0.29 | 0.12 | 0.04 | -0.03 | NA | -0.01 | -0.32 | 0.3 | 0.49 | 0.37 | -0.35 | 0.59 | 0.46 | -0.48 | -0.18 | -0.18 | 0.07 | -0.2 | 0.25 | 0.9 | -0.55 | -0.59 |
Alpha | NA | -0.1 | 0.0 | 0.0 | 0.0 | NA | 0.0 | -0.12 | -0.01 | 0.1 | 0.02 | -0.04 | 0.06 | 0.04 | -0.03 | 0.03 | -0.04 | 0.01 | -0.06 | 0.05 | 0.17 | -0.08 | -0.28 |
Beta | NA | 0.53 | 0.48 | 0.45 | 0.45 | NA | 0.62 | 0.55 | 0.46 | 0.41 | 0.2 | 0.43 | 0.32 | 0.33 | 0.38 | 0.55 | 1.0 | 0.76 | 0.89 | 0.98 | 0.8 | 0.72 | 0.57 |
RSquared | NA | 0.36 | 0.19 | 0.18 | 0.19 | NA | 0.34 | 0.37 | 0.28 | 0.08 | 0.08 | 0.15 | 0.1 | 0.17 | 0.18 | 0.29 | 0.43 | 0.45 | 0.59 | 0.67 | 0.48 | 0.48 | 0.31 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/18/2007
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