Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GRU (ELEMENTS Linked to the MLCX Grains Index – Total Return) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 02/27/2023, Common starting date is 02/14/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GRU (ELEMENTS Linked to the MLCX Grains Index – Total Return) | 02/14/2008 | 02/27/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | 15.22 | 34.38 | 11.75 | -3.37 | -2.40 | -11.78 | -7.65 | -21.15 | -10.03 | -19.39 | 14.72 | -14.38 | 27.85 | -10.08 | -35.27 |
| Sharpe Ratio | NA | 0.12 | 0.53 | 0.24 | -0.11 | NA | NA | … | … | -0.51 | 0.34 | 0.91 | 0.31 | -0.25 | -0.18 | -0.66 | -0.38 | -0.71 | -0.46 | -1.08 | 0.60 | -0.46 | 1.01 | -0.22 | -0.61 |
| Standard Deviation(%) | NA | 38.96 | 38.46 | 32.43 | 27.78 | NA | NA | … | … | 14.29 | 40.97 | 37.88 | 36.72 | 19.51 | 20.87 | 18.75 | 20.54 | 29.77 | 21.75 | 18.01 | 24.65 | 31.22 | 27.47 | 45.49 | 65.68 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 34.75 | 17.04 | 20.75 | 18.00 | 17.53 | 22.22 | 26.61 | 23.08 | 36.23 | 22.42 | 17.02 | 29.20 | 23.34 | 34.35 | 55.74 |
| Yield(%) | NA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/27/2023, Common starting date is 02/14/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRU (ELEMENTS Linked to the MLCX Grains Index – Total Return) |
-19.02%
Aug 2012 – Aug 2015 |
-16.26%
Aug 2012 – Aug 2017 |
-10.78%
Jun 2008 – Jun 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRU (ELEMENTS Linked to the MLCX Grains Index – Total Return) |
29.44%
Apr 2019 – Apr 2022 |
11.32%
Apr 2017 – Apr 2022 |
0.03%
May 2012 – May 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart