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LSC: ELEMENTS S&P CTI TR ETN (ETF)
Basic Info
| Asset Class: | Managed Futures |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 01/03/2000 |
| Last Dividend Date: | - |
| 12-Mo. Yield | 0.00% |
| Expenses | 0.75% |
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Performance Analytics (As of 09/10/2020)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 01/03/2000 |
2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | 0.0 | -10.1 | 15.8 | -2.6 | 8.6 | 1.7 | 10.0 | -51.2 | 288.2 | 225.0 | -69.2 | 30.0 | -54.5 | -29.0 | -1.2 | 2.0 | -5.7 | -33.8 | 37.9 | 6.6 | 15.3 | 321.4 | 40.0 | -25.9 | 35.0 | -75.0 |
| Sharpe Ratio | NA | -0.67 | 0.06 | 0.11 | -0.12 | NA | -0.11 | -0.03 | -1.45 | 0.98 | 1.44 | -0.74 | 0.07 | -1.0 | -0.94 | -0.07 | -0.16 | -0.07 | -0.38 | 0.16 | -0.09 | -0.07 | 1.44 | 0.07 | -0.36 | 0.09 | -0.76 |
| Draw Down(%) | NA | 47.9 | 71.1 | 71.1 | 98.6 | NA | 98.6 | 47.9 | 60.4 | 52.4 | 35.0 | 69.2 | 71.4 | 60.0 | 35.5 | 86.7 | 36.8 | 91.1 | 58.3 | 44.0 | 41.2 | 43.3 | 50.0 | 60.0 | 58.3 | 70.0 | 78.9 |
| Standard Deviation(%) | NA | 73.9 | 171.1 | 157.2 | 188.2 | NA | 182.1 | 100.2 | 50.3 | 276.9 | 131.4 | 117.9 | 161.2 | 73.2 | 51.2 | 295.7 | 101.7 | 371.5 | 141.6 | 103.0 | 168.1 | 84.1 | 209.7 | 285.6 | 127.8 | 144.7 | 178.0 |
| Treynor Ratio | NA | 3.55 | -1.51 | 32.83 | -0.45 | NA | -1.87 | -0.07 | 1.57 | 2.31 | 2.89 | 13.31 | -0.24 | -10.48 | 6.06 | -0.13 | -0.45 | -0.18 | 4.59 | -0.3 | 0.13 | 0.06 | 1.47 | -0.15 | 0.6 | -0.17 | -2.27 |
| Alpha | NA | -0.09 | -0.11 | -0.17 | 0.5 | NA | 0.36 | 0.18 | -0.36 | 2.23 | 0.47 | -2.09 | 0.52 | -1.43 | -0.16 | 2.31 | -0.3 | 3.48 | 0.15 | 0.23 | 0.49 | -1.23 | 1.44 | 1.74 | -0.42 | 0.39 | -0.09 |
| Beta | NA | -0.14 | -0.07 | 0.01 | 0.52 | NA | 0.11 | 0.41 | -0.46 | 1.18 | 0.66 | -0.07 | -0.48 | 0.07 | -0.08 | 1.49 | 0.37 | 1.36 | -0.12 | -0.53 | -1.17 | -0.93 | 2.06 | -1.38 | -0.76 | -0.82 | 0.6 |
| RSquared | NA | 0.0 | 0.0 | 0.0 | 0.0 | NA | 0.0 | 0.0 | 0.03 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.01 | 0.01 | 0.02 | 0.01 | 0.0 |
| 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 | 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 | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/03/2000
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