Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RJA (ELEMENTS Linked to the Rogers International Commodity Index – Agriculture Total Return) | NA | 6.26% | 20.01% | 8.65% | -0.13% | -0.71% | NA | … | … |
Data as of 11/21/2022, Common starting date is 10/22/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RJA (ELEMENTS Linked to the Rogers International Commodity Index – Agriculture Total Return) | 10/22/2007 | 11/21/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.26 | 20.01 | 8.65 | -0.13 | -0.71 | NA | … | … | 5.90 | 31.46 | 18.35 | -0.89 | -6.67 | -4.91 | 0.96 | -15.20 | -7.53 | -12.03 | 1.23 | -16.51 | 35.01 | 6.29 | -31.66 | 8.65 |
| Sharpe Ratio | NA | 0.27 | 1.01 | 0.48 | -0.04 | NA | NA | … | … | 0.22 | 1.79 | 1.10 | -0.22 | -0.74 | -0.53 | 0.06 | -1.24 | -0.66 | -1.19 | 0.08 | -0.74 | 1.71 | 0.27 | -1.01 | 4.43 |
| Standard Deviation(%) | NA | 23.77 | 19.32 | 16.39 | 14.06 | NA | NA | … | … | 24.56 | 17.51 | 16.37 | 10.34 | 10.85 | 10.54 | 11.70 | 12.26 | 11.39 | 10.13 | 15.58 | 22.40 | 20.44 | 23.11 | 32.29 | 11.81 |
| Draw Down(%) | NA | 21.82 | 21.82 | 28.73 | 51.38 | NA | NA | … | … | 21.82 | 11.46 | 18.47 | 14.19 | 13.35 | 12.11 | 13.34 | 16.15 | 23.68 | 14.67 | 13.41 | 30.07 | 17.90 | 17.86 | 51.97 | 2.44 |
| Yield(%) | 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 | 0.00 |
Data as of 11/21/2022, Common starting date is 10/22/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RJA (ELEMENTS Linked to the Rogers International Commodity Index – Agriculture Total Return) |
-13.83%
Aug 2012 – Aug 2015 |
-12.32%
Feb 2011 – Feb 2016 |
-6.89%
Jun 2008 – Jun 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RJA (ELEMENTS Linked to the Rogers International Commodity Index – Agriculture Total Return) |
25.87%
Apr 2019 – Apr 2022 |
11.36%
Apr 2017 – Apr 2022 |
2.41%
May 2012 – May 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart