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RJI: ELEMENTS Linked to the Rogers International Commodity Index - Total Return (ETF)
Basic Info
| Asset Class: | COMMODITIES BROAD BASKET |
| MyPlanIQ Rating: | (69%) |
| Start Date: | 10/22/2007 |
| 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? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 10/22/2007 |
2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.1 | 17.0 | 15.8 | 9.0 | -0.6 | -1.7 | -1.4 | 17.3 | 39.6 | -8.2 | 10.2 | -9.4 | 4.0 | 12.1 | -26.6 | -22.8 | -5.2 | 1.3 | -7.9 | 17.9 | 26.5 | -42.4 | 8.1 |
| Sharpe Ratio | NA | 0.63 | 0.66 | 0.42 | -0.06 | NA | -0.09 | 0.73 | 2.25 | -0.32 | 0.71 | -0.81 | 0.3 | 0.68 | -1.51 | -2.16 | -0.52 | 0.08 | -0.38 | 0.91 | 0.88 | -1.18 | 2.72 |
| Draw Down(%) | NA | 20.6 | 40.1 | 44.4 | 63.7 | NA | 76.8 | 20.6 | 10.1 | 40.1 | 9.6 | 17.2 | 12.9 | 10.4 | 28.8 | 27.6 | 11.7 | 19.2 | 23.4 | 17.5 | 20.9 | 59.7 | 4.6 |
| Standard Deviation(%) | NA | 25.2 | 23.0 | 19.6 | 17.0 | NA | 20.3 | 25.4 | 17.6 | 26.5 | 12.5 | 13.2 | 11.5 | 17.5 | 17.7 | 10.5 | 10.2 | 15.4 | 20.9 | 19.5 | 30.0 | 36.5 | 17.8 |
| Treynor Ratio | NA | 0.19 | 0.17 | 0.09 | -0.01 | NA | -0.02 | 0.22 | 0.48 | -0.08 | 0.1 | -0.13 | 0.04 | 0.13 | -0.28 | -0.26 | -0.06 | 0.01 | -0.08 | 0.18 | 0.27 | -0.47 | 0.63 |
| Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | NA | 0.0 | 0.0 | 0.02 | 0.01 | 0.0 | 0.0 | 0.0 | -0.02 | 0.0 | 0.01 | 0.01 | -0.01 | -0.02 | 0.02 | 0.04 | -0.07 | -0.02 |
| Beta | NA | 0.85 | 0.92 | 0.91 | 0.91 | NA | 0.93 | 0.84 | 0.83 | 1.11 | 0.87 | 0.81 | 0.85 | 0.94 | 0.96 | 0.86 | 0.9 | 0.99 | 0.98 | 0.96 | 0.99 | 0.92 | 0.77 |
| RSquared | NA | 0.83 | 0.82 | 0.83 | 0.85 | NA | 0.85 | 0.82 | 0.86 | 0.85 | 0.88 | 0.8 | 0.84 | 0.92 | 0.93 | 0.89 | 0.88 | 0.92 | 0.94 | 0.93 | 0.82 | 0.79 | 0.82 |
| 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 10/22/2007
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See COMMODITIES BROAD BASKET Asset Class Trend Rankings |
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