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United States Copper Index Fund (CPER)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS9117181043
CUSIP911718104
IssuerConcierge Technologies
Inception DateNov 15, 2011
CategoryMetals
Index TrackedSummerHaven Copper Index Total Return
Asset ClassCommodity

Expense Ratio

The United States Copper Index Fund has a high expense ratio of 0.80%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.80%

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.


United States Copper Index Fund

Popular comparisons: CPER vs. COPX, CPER vs. VDE, CPER vs. COPLX, CPER vs. GLD, CPER vs. SPY, CPER vs. QQQ, CPER vs. SLX, CPER vs. SCCO, CPER vs. TAGS, CPER vs. DODIX

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
21.21%
15.51%
CPER (United States Copper Index Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

United States Copper Index Fund had a return of 11.47% year-to-date (YTD) and 7.90% in the last 12 months. Over the past 10 years, United States Copper Index Fund had an annualized return of 2.95%, while the S&P 500 had an annualized return of 10.50%, indicating that United States Copper Index Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date11.47%5.90%
1 month4.67%-1.28%
6 months21.22%15.51%
1 year7.90%21.68%
5 years (annualized)8.05%11.74%
10 years (annualized)2.95%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.21%-1.24%5.15%
2023-2.21%-1.39%4.85%1.43%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CPER is 33, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of CPER is 3333
United States Copper Index Fund(CPER)
The Sharpe Ratio Rank of CPER is 3333Sharpe Ratio Rank
The Sortino Ratio Rank of CPER is 3333Sortino Ratio Rank
The Omega Ratio Rank of CPER is 3232Omega Ratio Rank
The Calmar Ratio Rank of CPER is 3535Calmar Ratio Rank
The Martin Ratio Rank of CPER is 3131Martin 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 United States Copper Index Fund (CPER) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CPER
Sharpe ratio
The chart of Sharpe ratio for CPER, currently valued at 0.40, compared to the broader market0.002.004.000.40
Sortino ratio
The chart of Sortino ratio for CPER, currently valued at 0.70, compared to the broader market-2.000.002.004.006.008.0010.000.70
Omega ratio
The chart of Omega ratio for CPER, currently valued at 1.08, compared to the broader market1.001.502.002.501.08
Calmar ratio
The chart of Calmar ratio for CPER, currently valued at 0.26, compared to the broader market0.002.004.006.008.0010.0012.000.26
Martin ratio
The chart of Martin ratio for CPER, currently valued at 1.06, compared to the broader market0.0020.0040.0060.0080.001.06
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current United States Copper Index Fund Sharpe ratio is 0.40. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.40
1.89
CPER (United States Copper Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History


United States Copper Index Fund doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-10.00%
-3.86%
CPER (United States Copper Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the United States Copper Index 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 United States Copper Index Fund was 54.04%, occurring on Jan 15, 2016. Recovery took 1287 trading sessions.

The current United States Copper Index Fund drawdown is 10.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.04%Feb 10, 2012717Jan 15, 20161287May 6, 20212004
-34.75%Mar 7, 202290Jul 14, 2022
-16.49%May 12, 202170Aug 19, 2021136Mar 4, 2022206
-8.18%Dec 12, 20113Dec 14, 201116Jan 12, 201219
-6.71%Nov 18, 20113Nov 23, 20113Nov 30, 20116

Volatility

Volatility Chart

The current United States Copper Index Fund volatility is 5.55%, 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%NovemberDecember2024FebruaryMarchApril
5.55%
3.39%
CPER (United States Copper Index Fund)
Benchmark (^GSPC)