- ISIN
- US88166A4094
- CUSIP
- 88166A409
- Issuer
- Teucrium
- Inception Date
- Sep 19, 2011
- Category
- Agricultural Commodities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Teucrium Sugar Fund Benchmark
- Distribution Policy
- Accumulating
- Asset Class
- Commodity
- Assets Under Management
- $69M
Share Price Chart
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Performance
CANE Performance Chart
Teucrium Sugar Fund (CANE) is down 5.8% since the beginning of the year. CANE is currently trading at $9 per share. Investors who bought $1,000 worth of CANE shares 5 years ago would now be looking at an investment worth $1,132.
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Returns By Period
Teucrium Sugar Fund (CANE) has returned -5.79% so far this year and -16.38% over the past 12 months. Over the last ten years, CANE has returned -2.97% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Teucrium Sugar Fund
- 1D
- -1.71%
- 1M
- -7.17%
- YTD
- -5.79%
- 6M
- -5.29%
- 1Y
- -16.38%
- 3Y*
- -12.16%
- 5Y*
- 2.51%
- 10Y*
- -2.97%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
CANE Monthly Returns History
Based on dividend-adjusted daily data since Sep 19, 2011, CANE's average daily return is -0.02%, while the average monthly return is -0.37%.
Historically, 44% of months were positive and 56% were negative. The best month was Apr 2023 with a return of +21.7%, while the worst month was Mar 2020 at -23.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 8 months.
On a daily basis, CANE closed higher 46% of trading days. The best single day was Jun 6, 2012 with a return of +13.2%, while the worst single day was Jun 7, 2012 at -10.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -5.28% | 0.54% | 12.38% | -6.03% | -2.55% | -3.87% | -5.79% | ||||||
| 2025 | 0.46% | 3.11% | 3.12% | -6.63% | -0.51% | -3.41% | -0.42% | 0.01% | -2.85% | -12.26% | 4.95% | -0.05% | -14.65% |
| 2024 | 12.10% | -5.07% | 2.27% | -11.64% | -4.90% | 7.63% | -4.43% | 1.37% | 11.80% | -0.64% | -4.72% | -8.63% | -7.79% |
| 2023 | 8.92% | -0.39% | 10.06% | 21.70% | -3.03% | -4.99% | 4.86% | 4.41% | 5.80% | 1.35% | -1.80% | -15.74% | 30.06% |
| 2022 | -2.93% | -1.46% | 9.66% | -0.73% | 2.14% | -4.75% | -6.33% | 1.37% | -1.92% | -0.58% | 9.73% | 0.63% | 3.59% |
| 2021 | 2.37% | 7.74% | -5.57% | 13.66% | 3.00% | 3.16% | 0.59% | 13.35% | -1.34% | -2.51% | -3.65% | 2.56% | 36.30% |
Benchmark Metrics
Teucrium Sugar Fund has an annualized alpha of -5.97%, beta of 0.16, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since September 19, 2011.
- This ETF participated in 66.21% of S&P 500 Index downside but only 5.34% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.16 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.01 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -5.97%
- Beta
- 0.16
- R²
- 0.01
- Upside Capture
- 5.34%
- Downside Capture
- 66.21%
Expense Ratio
CANE has a high expense ratio of 1.88%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
CANE ranks 2 for risk / return — in the bottom 2% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Teucrium Sugar Fund (CANE) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CANE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.83 | ||
| Sortino ratioReturn per unit of downside risk | -3.83 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.37 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 2.78 | -3.61 |
| Martin ratioReturn relative to average drawdown | -1.31 | 12.44 | -13.75 |
Dividends
Dividend History
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 65.07%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -81.30%Apr 2020 | 8y 6mo | — | 14y 8moOct 2011 - now |
2011 pullback2011 | -8.76%Sep 2011 | 2d | 21d | 23dSep 2011 - Oct 2011 |
Drawdown Indicators
| CANE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.30% | -56.78% | -24.52% |
Max Drawdown (1Y)Largest decline over 1 year | -19.82% | -9.10% | -10.72% |
Max Drawdown (3Y)Largest decline over 3 years | -41.73% | -18.90% | -22.83% |
Max Drawdown (5Y)Largest decline over 5 years | -41.73% | -25.43% | -16.30% |
Max Drawdown (10Y)Largest decline over 10 years | -67.29% | -33.92% | -33.37% |
Current DrawdownCurrent decline from peak | -65.07% | -1.80% | -63.27% |
Average DrawdownAverage peak-to-trough decline | -56.51% | -10.71% | -45.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.53% | 2.03% | +10.50% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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