Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RJI (ELEMENTS Linked to the Rogers International Commodity Index – Total Return) | NA | 16.45% | 15.80% | 9.03% | -0.58% | -1.72% | NA | … | … |
Data as of 11/21/2022, Common starting date is 10/22/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RJI (ELEMENTS Linked to the Rogers International Commodity Index – 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 (%) | -0.06 | 16.45 | 15.80 | 9.03 | -0.58 | -1.72 | NA | … | … | 17.29 | 39.60 | -8.16 | 10.22 | -9.44 | 4.05 | 12.10 | -26.62 | -22.77 | -5.22 | 1.29 | -7.90 | 17.86 | 26.45 | -42.43 | 8.13 |
| Sharpe Ratio | NA | 0.63 | 0.66 | 0.42 | -0.06 | NA | NA | … | … | 0.73 | 2.25 | -0.32 | 0.70 | -0.82 | 0.30 | 0.68 | -1.51 | -2.16 | -0.52 | 0.08 | -0.38 | 0.91 | 0.88 | -1.18 | 2.71 |
| Standard Deviation(%) | NA | 25.16 | 23.05 | 19.64 | 17.00 | NA | NA | … | … | 25.37 | 17.58 | 26.45 | 12.46 | 13.23 | 11.53 | 17.50 | 17.65 | 10.54 | 10.17 | 15.36 | 20.87 | 19.53 | 30.01 | 36.53 | 17.85 |
| Draw Down(%) | NA | 20.62 | 40.11 | 44.39 | 63.71 | NA | NA | … | … | 20.62 | 10.07 | 40.11 | 9.56 | 17.18 | 12.86 | 10.37 | 28.82 | 27.64 | 11.65 | 19.21 | 23.43 | 17.55 | 20.90 | 59.74 | 4.60 |
| 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 |
|---|---|---|---|---|
| RJI (ELEMENTS Linked to the Rogers International Commodity Index – Total Return) |
-20.90%
Jan 2013 – Jan 2016 |
-15.17%
Feb 2011 – Feb 2016 |
-8.52%
Jun 2008 – Jun 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RJI (ELEMENTS Linked to the Rogers International Commodity Index – Total Return) |
22.64%
May 2019 – May 2022 |
13.94%
May 2017 – May 2022 |
1.81%
May 2012 – May 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart