Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RJZ (ELEMENTS Linked to the Rogers International Commodity Index – Metals Total Return) | NA | -14.11% | 6.43% | 2.46% | -0.65% | 0.32% | NA | … | … |
Data as of 11/21/2022, Common starting date is 10/18/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RJZ (ELEMENTS Linked to the Rogers International Commodity Index – Metals Total Return) | 10/18/2007 | 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 | -14.11 | 6.43 | 2.46 | -0.65 | 0.32 | NA | … | … | -14.78 | 13.52 | 20.60 | 8.81 | -13.55 | 19.39 | 15.25 | -18.36 | -9.97 | -17.71 | 5.71 | -17.41 | 24.14 | 71.58 | -38.35 | -7.23 |
| Sharpe Ratio | NA | -0.64 | 0.24 | 0.08 | -0.06 | NA | NA | … | … | -0.70 | 0.79 | 0.67 | 0.79 | -0.92 | 1.52 | 1.05 | -1.14 | -0.85 | -1.10 | 0.34 | -0.73 | 1.03 | 2.28 | -1.08 | -1.59 |
| Standard Deviation(%) | NA | 24.21 | 24.37 | 20.78 | 17.78 | NA | NA | … | … | 25.19 | 17.08 | 30.28 | 9.33 | 16.17 | 12.36 | 14.30 | 16.20 | 11.70 | 16.17 | 16.90 | 23.92 | 23.39 | 31.37 | 36.38 | 21.17 |
| Draw Down(%) | NA | 37.03 | 37.03 | 37.03 | 47.40 | NA | NA | … | … | 37.03 | 8.82 | 31.78 | 7.89 | 18.49 | 7.50 | 7.77 | 24.91 | 15.15 | 23.61 | 19.51 | 25.34 | 19.81 | 11.90 | 56.81 | 12.32 |
| 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 10/18/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RJZ (ELEMENTS Linked to the Rogers International Commodity Index – Metals Total Return) |
-16.29%
Nov 2012 – Nov 2015 |
-11.99%
Dec 2010 – Dec 2015 |
-3.40%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RJZ (ELEMENTS Linked to the Rogers International Commodity Index – Metals Total Return) |
25.77%
Feb 2009 – Feb 2012 |
11.09%
May 2016 – May 2021 |
3.58%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart