Find A Portfolio/Ticker
Comparison Box
GRU: ELEMENTS Linked to the MLCX Grains Index - Total Return (ETF)
Basic Info
Asset Class: | Commodities Agriculture |
MyPlanIQ Rating: | (81%) |
Start Date: | 02/14/2008 |
Last Dividend Date: | 06/07/2017 |
12-Mo. Yield | 0.00% |
Expenses | 0.75% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 02/27/2023)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 02/14/2008 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -100.0 | -100.0 | -100.0 | -100.0 | -100.0 | -100.0 | -100.0 | -100.0 | 15.2 | 34.4 | 11.7 | -3.4 | -2.4 | -11.8 | -7.7 | -21.2 | -10.0 | -19.4 | 14.7 | -14.4 | 27.8 | -10.1 | -35.3 |
Sharpe Ratio | NA | 0.12 | 0.53 | 0.24 | -0.11 | NA | -0.13 | -0.51 | 0.34 | 0.91 | 0.31 | -0.25 | -0.18 | -0.66 | -0.38 | -0.71 | -0.46 | -1.08 | 0.6 | -0.46 | 1.01 | -0.22 | -0.61 |
Draw Down(%) | NA | 100.0 | 100.0 | 100.0 | 100.0 | NA | 100.0 | 100.0 | 34.8 | 17.0 | 20.8 | 18.0 | 17.5 | 22.2 | 26.6 | 23.1 | 36.2 | 22.4 | 17.0 | 29.2 | 23.3 | 34.3 | 55.7 |
Standard Deviation(%) | NA | 39.0 | 38.5 | 32.4 | 27.8 | NA | 32.6 | 14.3 | 41.0 | 37.9 | 36.7 | 19.5 | 20.9 | 18.7 | 20.5 | 29.8 | 21.7 | 18.0 | 24.6 | 31.2 | 27.5 | 45.5 | 65.7 |
Treynor Ratio | NA | -1.41 | -1.62 | -1.79 | -2.04 | NA | -1.49 | -0.67 | 0.19 | 0.52 | 0.37 | -0.15 | -0.1 | -0.39 | -0.26 | -0.73 | -0.19 | -0.33 | 0.18 | -0.15 | 0.34 | -0.11 | -0.5 |
Alpha | NA | -0.38 | -0.08 | -0.05 | -0.04 | NA | -0.02 | -2.76 | 0.03 | 0.05 | 0.08 | -0.02 | 0.02 | -0.05 | -0.05 | -0.04 | 0.03 | -0.06 | 0.05 | -0.04 | 0.07 | -0.07 | 0.04 |
Beta | NA | 0.73 | 0.62 | 0.57 | 0.49 | NA | 0.67 | 1.6 | 0.71 | 0.66 | 0.31 | 0.33 | 0.37 | 0.32 | 0.31 | 0.29 | 0.52 | 0.58 | 0.83 | 0.96 | 0.81 | 0.92 | 0.8 |
RSquared | NA | 0.03 | 0.04 | 0.04 | 0.04 | NA | 0.1 | 0.01 | 0.21 | 0.12 | 0.03 | 0.05 | 0.07 | 0.04 | 0.07 | 0.03 | 0.07 | 0.12 | 0.25 | 0.4 | 0.33 | 0.3 | 0.19 |
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 02/14/2008
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Commodities Agriculture Asset Class Trend Rankings |
Top Rated Funds in Commodities Agriculture
Best ETFs
- DBA (Invesco DB Agriculture Fund) (99%)
- COW (iPath® Series B Bloomberg Livestock Subindex Total Return) (87%)
- BAL (iPath® Series B Bloomberg Cotton Subindex Total Return ETN) (87%)
- AGF (DB Agriculture Long ETN) (87%)
- FUE (ELEMENTS Linked to the MLCX Biofuels Index (Exchange Series) - Total Return) (84%)
- JJA (iPath® Bloomberg Agriculture Subindex Total Return(SM) ETN) (81%)
- GRU (ELEMENTS Linked to the MLCX Grains Index - Total Return) (81%)
- JJS (iPath® Series B Bloomberg Softs Subindex Total Return ETN) (81%)
- SGG (iPath® Bloomberg Sugar Subindex Total Return(SM) ETN) (80%)
- JJG (iPath Series B Bloomberg Grains Subindex Total Return ETN) (80%)