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Teucrium Sugar Fund (CANE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US88166A4094

CUSIP

88166A409

Issuer

Teucrium

Inception Date

Sep 19, 2011

Leveraged

1x

Index Tracked

Teucrium Sugar Fund Benchmark

Asset Class

Commodity

Expense Ratio

CANE has a high expense ratio of 1.88%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

Teucrium Sugar Fund (CANE) returned 3.46% year-to-date (YTD) and 1.50% over the past 12 months. Over the past 10 years, CANE returned 1.61% annually, underperforming the S&P 500 benchmark at 10.78%.


CANE

YTD

3.46%

1M

2.03%

6M

-4.56%

1Y

1.50%

5Y*

17.57%

10Y*

1.61%

^GSPC (Benchmark)

YTD

0.19%

1M

9.00%

6M

-1.55%

1Y

12.31%

5Y*

15.59%

10Y*

10.78%

*Annualized

Monthly Returns

The table below presents the monthly returns of CANE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.44%3.14%3.13%-6.63%3.73%3.46%
202412.10%-5.11%2.27%-11.64%-4.87%7.58%-4.43%1.37%11.84%-0.68%-4.72%-8.63%-7.82%
20238.92%-0.39%10.06%21.70%-3.03%-4.99%4.86%4.41%5.80%1.35%-1.80%-15.70%30.12%
2022-2.93%-1.46%9.66%-0.73%2.19%-4.80%-6.33%1.37%-1.92%-0.58%9.73%0.63%3.59%
20212.37%7.81%-5.64%13.66%3.00%3.16%0.59%13.35%-1.34%-2.51%-3.65%2.56%36.30%
20203.28%-1.93%-23.21%-1.01%1.20%5.12%5.39%-0.17%0.66%0.33%4.09%6.13%-3.85%
20195.52%0.97%-3.61%-1.10%-2.36%0.85%-1.84%-6.75%2.77%-0.90%1.99%4.13%-0.97%
2018-8.16%-1.80%-5.78%-7.70%5.08%-5.96%-9.10%-1.45%-2.36%15.54%-1.87%-5.69%-27.52%
20176.39%-4.84%-9.80%-5.48%-7.31%-7.37%7.96%-3.94%-5.11%2.85%0.72%-0.41%-24.76%
2016-10.93%6.44%10.64%5.38%3.42%12.68%-2.57%5.35%8.87%-2.83%-8.17%0.61%29.21%
20151.42%-7.39%-13.96%7.50%-8.91%0.96%-8.64%-6.12%7.51%8.80%2.57%3.02%-15.32%
2014-4.20%9.38%3.38%-0.14%-1.44%0.80%-5.96%-0.78%-6.67%-2.51%-1.72%-5.72%-15.45%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CANE is 16, meaning it’s performing worse than 84% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CANE is 1616
Overall Rank
The Sharpe Ratio Rank of CANE is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of CANE is 1515
Sortino Ratio Rank
The Omega Ratio Rank of CANE is 1515
Omega Ratio Rank
The Calmar Ratio Rank of CANE is 1515
Calmar Ratio Rank
The Martin Ratio Rank of CANE is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Teucrium Sugar Fund (CANE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Teucrium Sugar Fund Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 0.07
  • 5-Year: 0.83
  • 10-Year: 0.07
  • All Time: -0.23

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Teucrium Sugar Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History


Teucrium Sugar Fund doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Teucrium Sugar Fund. 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 Teucrium Sugar Fund was 81.30%, occurring on Apr 27, 2020. The portfolio has not yet recovered.

The current Teucrium Sugar Fund drawdown is 55.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.3%Oct 19, 20111996Apr 27, 2020
-8.76%Sep 21, 20113Sep 23, 20119Oct 14, 201112

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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