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Teucrium Corn Fund (CORN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS88166A1025
CUSIP88166A102
IssuerTeucrium
Inception DateJun 9, 2010
CategoryAgricultural Commodities
Leveraged1x
Index TrackedTeucrium Corn Fund Benchmark
Asset ClassCommodity

Expense Ratio

CORN has a high expense ratio of 2.19%, indicating higher-than-average management fees.


Expense ratio chart for CORN: current value at 2.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.19%

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.


Popular comparisons: CORN vs. WEAT, CORN vs. SPY, CORN vs. DBA, CORN vs. VOO, CORN vs. SOYB, CORN vs. TLT, CORN vs. ADM

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Teucrium Corn Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-12.59%
12.31%
CORN (Teucrium Corn Fund)
Benchmark (^GSPC)

Returns By Period

Teucrium Corn Fund had a return of -16.92% year-to-date (YTD) and -19.02% in the last 12 months. Over the past 10 years, Teucrium Corn Fund had an annualized return of -3.81%, while the S&P 500 had an annualized return of 11.31%, indicating that Teucrium Corn Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-16.92%24.72%
1 month1.99%2.30%
6 months-12.59%12.31%
1 year-19.02%32.12%
5 years (annualized)4.24%13.81%
10 years (annualized)-3.81%11.31%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.82%-4.72%3.17%-1.14%-0.25%-7.99%-3.55%0.23%4.46%-3.24%-16.92%
2023-1.30%-5.72%0.68%-7.33%-1.20%-3.94%4.06%-4.42%-0.23%1.00%-1.30%-1.73%-19.90%
20224.97%8.71%10.50%10.38%-5.87%-10.84%-0.64%7.48%0.63%1.37%-3.61%1.93%25.02%
20218.34%2.01%1.80%18.60%-2.41%5.32%-5.85%-0.60%0.85%5.95%-1.59%2.43%38.25%
2020-2.57%-4.58%-5.81%-7.25%1.33%1.81%-5.48%7.68%3.88%1.68%6.15%10.11%5.27%
20190.87%-3.34%-2.68%-1.05%10.88%-1.62%-3.53%-7.00%2.92%-0.20%-4.16%1.93%-7.79%
20182.28%2.68%1.99%1.28%-0.88%-8.82%3.16%-4.48%-2.07%1.61%0.31%-0.74%-4.28%
20172.30%1.41%-1.96%-1.68%1.39%0.42%-0.89%-6.30%-0.28%-2.44%-1.28%-1.31%-10.38%
20162.36%-5.02%-2.47%9.05%0.91%-7.41%-7.61%-6.49%5.48%4.07%-3.60%-0.16%-11.83%
2015-6.23%3.28%-4.11%-4.93%-3.78%14.23%-10.48%-0.99%2.84%-2.04%-4.55%-3.68%-20.35%
20141.05%5.11%6.71%1.64%-10.39%-6.78%-11.62%-1.00%-11.53%15.32%-0.27%1.68%-12.88%
20132.66%-6.42%-3.95%1.44%2.36%-8.94%-6.03%0.44%-8.03%-3.66%-4.05%-1.45%-31.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CORN is 1, indicating that it is in the bottom 1% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of CORN is 11
Combined Rank
The Sharpe Ratio Rank of CORN is 00Sharpe Ratio Rank
The Sortino Ratio Rank of CORN is 11Sortino Ratio Rank
The Omega Ratio Rank of CORN is 11Omega Ratio Rank
The Calmar Ratio Rank of CORN is 22Calmar Ratio Rank
The Martin Ratio Rank of CORN is 11Martin 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 Corn Fund (CORN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CORN
Sharpe ratio
The chart of Sharpe ratio for CORN, currently valued at -1.30, compared to the broader market0.002.004.006.00-1.30
Sortino ratio
The chart of Sortino ratio for CORN, currently valued at -1.88, compared to the broader market-2.000.002.004.006.008.0010.0012.00-1.88
Omega ratio
The chart of Omega ratio for CORN, currently valued at 0.80, compared to the broader market1.001.502.002.503.000.80
Calmar ratio
The chart of Calmar ratio for CORN, currently valued at -0.30, compared to the broader market0.005.0010.0015.00-0.30
Martin ratio
The chart of Martin ratio for CORN, currently valued at -1.43, compared to the broader market0.0020.0040.0060.0080.00100.00-1.43
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.008.0010.0012.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0020.0040.0060.0080.00100.0017.03

Sharpe Ratio

The current Teucrium Corn Fund Sharpe ratio is -1.30. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Teucrium Corn Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-1.30
2.66
CORN (Teucrium Corn Fund)
Benchmark (^GSPC)

Dividends

Dividend History


Teucrium Corn 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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-65.98%
-0.87%
CORN (Teucrium Corn Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Teucrium Corn 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 Corn Fund was 78.09%, occurring on Aug 4, 2020. The portfolio has not yet recovered.

The current Teucrium Corn Fund drawdown is 65.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-78.09%Aug 22, 20121999Aug 4, 2020
-29.62%Aug 31, 2011200Jun 15, 201230Jul 30, 2012230
-16.03%Jun 10, 201115Jun 30, 201136Aug 22, 201151
-13.4%Mar 4, 20119Mar 16, 201111Mar 31, 201120
-12.63%Nov 5, 201012Nov 22, 201023Dec 27, 201035

Volatility

Volatility Chart

The current Teucrium Corn Fund volatility is 3.37%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.37%
3.81%
CORN (Teucrium Corn Fund)
Benchmark (^GSPC)