ASO
Testing
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CANE Teucrium Sugar Fund | Agricultural Commodities | 25% |
CORN Teucrium Corn Fund | Agricultural Commodities | 24% |
SOYB Teucrium Soybean Fund | Agricultural Commodities | 50% |
WEAT Teucrium Wheat Fund | Agricultural Commodities | 1% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ASO, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Sep 19, 2011, corresponding to the inception date of WEAT
Returns By Period
As of Jul 25, 2024, the ASO returned -13.85% Year-To-Date and -1.07% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| ASO | -12.48% | -2.12% | -11.09% | -19.07% | 8.05% | -0.80% |
| Portfolio components: | ||||||
CORN Teucrium Corn Fund | -14.60% | -1.86% | -9.71% | -23.98% | 2.48% | -3.48% |
WEAT Teucrium Wheat Fund | -15.75% | -2.90% | -12.22% | -28.75% | -1.49% | -8.80% |
SOYB Teucrium Soybean Fund | -13.74% | -1.48% | -8.16% | -19.10% | 8.67% | 0.23% |
CANE Teucrium Sugar Fund | -8.31% | -3.56% | -17.91% | -15.84% | 10.56% | -2.41% |
Monthly Returns
The table below presents the monthly returns of ASO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.65% | -5.86% | 3.87% | -4.23% | 0.21% | -3.85% | -12.48% | ||||||
| 2023 | 1.32% | -2.71% | 2.25% | 2.06% | -5.30% | 3.77% | 2.80% | 1.41% | -1.02% | 1.28% | 0.73% | -6.53% | -0.53% |
| 2022 | 5.21% | 6.06% | 4.41% | 5.89% | -1.73% | -5.93% | -1.23% | 0.92% | -1.45% | 1.70% | 2.95% | 1.96% | 19.59% |
| 2021 | 4.39% | 4.65% | 0.25% | 11.12% | 0.93% | 2.84% | -2.52% | 1.94% | -1.32% | 0.29% | -2.58% | 4.79% | 26.83% |
| 2020 | -3.79% | -1.71% | -9.26% | -3.07% | 0.20% | 2.85% | 0.99% | 4.91% | 3.49% | 1.42% | 7.41% | 9.07% | 11.68% |
| 2019 | 2.82% | -1.61% | -3.14% | -2.67% | 3.33% | 0.70% | -3.19% | -4.06% | 3.32% | 0.43% | -3.11% | 4.64% | -3.03% |
| 2018 | 0.20% | 2.12% | -1.14% | -1.89% | 0.25% | -10.12% | 0.47% | -4.74% | -0.88% | 3.60% | 1.77% | -2.26% | -12.57% |
| 2017 | 2.96% | -0.49% | -6.62% | -1.94% | -2.99% | 0.10% | 4.14% | -5.04% | -0.37% | 0.30% | -0.06% | -2.03% | -11.86% |
| 2016 | -1.92% | -0.65% | 4.65% | 7.71% | 2.42% | 4.56% | -7.89% | -2.66% | 4.78% | 2.89% | -1.99% | -1.61% | 9.63% |
| 2015 | -4.30% | 1.66% | -6.90% | 0.49% | -5.80% | 8.93% | -8.97% | -4.21% | 2.86% | 1.31% | -0.68% | -1.15% | -16.69% |
| 2014 | -1.56% | 8.25% | 2.62% | 3.35% | -3.94% | -4.68% | -6.95% | -3.17% | -9.91% | 8.95% | -1.93% | -0.67% | -10.87% |
| 2013 | 1.58% | -4.02% | -1.66% | -1.45% | 1.97% | -5.05% | -3.85% | 3.44% | -3.02% | -1.43% | -0.60% | -2.85% | -16.03% |
Expense Ratio
ASO has a high expense ratio of 1.95%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ASO is 0, indicating that it is in the bottom 0% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
CORN Teucrium Corn Fund | -1.62 | -2.39 | 0.75 | -0.40 | -1.70 |
WEAT Teucrium Wheat Fund | -1.28 | -1.94 | 0.80 | -0.40 | -1.61 |
SOYB Teucrium Soybean Fund | -1.31 | -1.85 | 0.80 | -0.86 | -1.68 |
CANE Teucrium Sugar Fund | -0.73 | -0.93 | 0.90 | -0.29 | -1.07 |
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the ASO. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the ASO was 64.47%, occurring on Apr 27, 2020. The portfolio has not yet recovered.
The current ASO drawdown is 35.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -64.47% | Sep 5, 2012 | 1922 | Apr 27, 2020 | — | — | — |
| -17.49% | Sep 21, 2011 | 178 | Jun 5, 2012 | 28 | Jul 16, 2012 | 206 |
| -5.13% | Jul 23, 2012 | 4 | Jul 26, 2012 | 25 | Aug 30, 2012 | 29 |
| -0.6% | Jul 17, 2012 | 1 | Jul 17, 2012 | 1 | Jul 18, 2012 | 2 |
| -0.48% | Aug 31, 2012 | 1 | Aug 31, 2012 | 1 | Sep 4, 2012 | 2 |
Volatility
Volatility Chart
The current ASO volatility is 4.25%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| CANE | SOYB | WEAT | CORN | |
|---|---|---|---|---|
| CANE | 1.00 | 0.18 | 0.15 | 0.17 |
| SOYB | 0.18 | 1.00 | 0.39 | 0.58 |
| WEAT | 0.15 | 0.39 | 1.00 | 0.62 |
| CORN | 0.17 | 0.58 | 0.62 | 1.00 |