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ISIN
US88166A1025
CUSIP
88166A102
Issuer
Teucrium
Inception Date
Jun 9, 2010
Leveraged
1x (No leverage)
Index Tracked
Teucrium Corn Fund Benchmark
Distribution Policy
Accumulating
Asset Class
Commodity
Assets Under Management
$265M

Share Price Chart


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Performance

CORN Performance Chart

Teucrium Corn Fund (CORN) is down 0.1% since the beginning of the year. CORN is currently trading at $18 per share. Investors who bought $1,000 worth of CORN shares 5 years ago would now be looking at an investment worth $853.


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S&P 500 Index

Returns By Period

Teucrium Corn Fund (CORN) has returned -0.11% so far this year and -1.72% over the past 12 months. Over the last ten years, CORN has returned -2.48% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Teucrium Corn Fund

1D
-1.06%
1M
-6.25%
YTD
-0.11%
6M
-1.88%
1Y
-1.72%
3Y*
-9.42%
5Y*
-3.12%
10Y*
-2.48%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN Monthly Returns History

Based on dividend-adjusted daily data since Jun 9, 2010, CORN's average daily return is 0.00%, while the average monthly return is -0.01%.

Historically, 46% of months were positive and 54% were negative. The best month was Jul 2012 with a return of +21.0%, while the worst month was Sep 2011 at -20.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, CORN closed higher 48% of trading days. The best single day was Jan 13, 2014 with a return of +25.0%, while the worst single day was May 19, 2014 at -20.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.41%2.35%2.85%1.58%-4.07%-1.23%-0.11%
20255.43%-3.64%-2.67%0.97%-3.31%-2.34%-2.44%1.77%-0.68%1.97%1.00%-1.35%-5.54%
2024-4.82%-4.72%3.17%-1.14%-0.25%-7.99%-3.55%0.23%4.46%-3.27%-0.08%5.04%-12.98%
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%1.98%1.83%18.60%-2.41%5.32%-5.85%-0.60%0.85%5.95%-1.59%2.43%38.25%

Benchmark Metrics

Teucrium Corn Fund has an annualized alpha of -0.79%, beta of 0.11, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since June 10, 2010.

  • This ETF participated in 23.05% of S&P 500 Index downside but only 1.69% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.11 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
-0.79%
Beta
0.11
0.01
Upside Capture
1.69%
Downside Capture
23.05%

Expense Ratio

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


Return for Risk

Risk / Return Rank

CORN ranks 7 for risk / return — in the bottom 7% 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.


CORN Risk / Return Rank: 77
Overall Rank
CORN Sharpe Ratio Rank: 77
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 77
Sortino Ratio Rank
CORN Omega Ratio Rank: 77
Omega Ratio Rank
CORN Calmar Ratio Rank: 77
Calmar Ratio Rank
CORN Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and compare them to S&P 500 Index.


CORNBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.11

2.39

-2.50

Sortino ratio

Return per unit of downside risk

-0.05

3.25

-3.30

Omega ratio

Gain probability vs. loss probability

0.99

1.43

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.17

3.11

-3.28

Martin ratio

Return relative to average drawdown

-0.33

14.38

-14.72

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.


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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 66.38%.


Related event

Drawdown

Fall

Recovery

Underwater

2020 bear market2020
-78.09%Aug 2020
7y 11mo
13y 9moAug 2012 - now
2012 bear market2012
-29.62%Jun 2012
9mo 19d1mo 15d
11mo 4dAug 2011 - Jul 2012
2011 correction2011
-16.03%Jun 2011
20d1mo 23d
2mo 13dJun 2011 - Aug 2011
2011 correction2011
-13.40%Mar 2011
12d15d
27dMar 2011 - Mar 2011
2010 correction2010
-12.63%Nov 2010
17d1mo 5d
1mo 22dNov 2010 - Dec 2010

Drawdown Indicators


CORNBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-78.09%

-56.78%

-21.31%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

-9.10%

-1.16%

Max Drawdown (3Y)

Largest decline over 3 years

-38.57%

-18.90%

-19.67%

Max Drawdown (5Y)

Largest decline over 5 years

-44.39%

-25.43%

-18.96%

Max Drawdown (10Y)

Largest decline over 10 years

-51.10%

-33.92%

-17.18%

Current Drawdown

Current decline from peak

-66.38%

0.00%

-66.38%

Average Drawdown

Average peak-to-trough decline

-51.08%

-10.72%

-40.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.15%

1.97%

+3.18%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with CORN

Add Teucrium Corn Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with CORN