Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RJN (ELEMENTS Linked to the Rogers International Commodity Index – Energy Total Return) | NA | 47.07% | 10.82% | 8.58% | -4.70% | -6.68% | NA | … | … |
Data as of 11/21/2022, Common starting date is 10/19/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RJN (ELEMENTS Linked to the Rogers International Commodity Index – Energy Total Return) | 10/19/2007 | 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 (%) | 0.12 | 47.07 | 10.82 | 8.58 | -4.70 | -6.68 | NA | … | … | 52.08 | 61.96 | -45.30 | 21.14 | -11.83 | 2.57 | 16.74 | -41.60 | -42.59 | 6.27 | -2.68 | 3.54 | 2.20 | 23.54 | -54.15 | 10.99 |
| Sharpe Ratio | NA | 0.87 | 0.20 | 0.18 | -0.14 | NA | NA | … | … | 1.07 | 1.69 | -0.75 | 0.74 | -0.50 | 0.07 | 0.45 | -1.14 | -2.22 | 0.40 | -0.13 | 0.12 | 0.08 | 0.53 | -1.03 | 2.30 |
| Standard Deviation(%) | NA | 53.96 | 51.03 | 43.65 | 36.38 | NA | NA | … | … | 55.25 | 36.66 | 60.68 | 26.65 | 26.21 | 27.56 | 36.81 | 36.37 | 19.17 | 15.47 | 21.48 | 29.12 | 25.51 | 44.09 | 53.21 | 29.92 |
| Draw Down(%) | NA | 28.54 | 70.13 | 74.52 | 87.86 | NA | NA | … | … | 28.54 | 22.88 | 70.13 | 19.57 | 32.41 | 24.63 | 21.89 | 47.38 | 47.36 | 11.91 | 27.01 | 27.60 | 21.11 | 30.72 | 73.89 | 9.47 |
| 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 10/19/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RJN (ELEMENTS Linked to the Rogers International Commodity Index – Energy Total Return) |
-33.51%
Jun 2014 – Jun 2017 |
-23.81%
Apr 2015 – Apr 2020 |
-16.71%
Apr 2010 – Apr 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RJN (ELEMENTS Linked to the Rogers International Commodity Index – Energy Total Return) |
20.61%
May 2019 – May 2022 |
15.80%
May 2017 – May 2022 |
-2.23%
May 2012 – May 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart