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ELEMENTS Linked to the ICE BofAML Commodity Index eXtra Biofuels Total Return (FUE)

ETF · Currency in USD
ISIN
US8702971990
CUSIP
870297199
Issuer
Government of Sweden
Inception Date
Feb 5, 2008
Category
Agricultural Commodities
Expense Ratio
0.75%
Index Tracked
ICE BofAML Commodity Index eXtra Biofuels - TR (Intraday Indicative)
ETF Home Page
www.elementsetn.com
Asset Class
Commodity

FUEPrice Chart


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FUEPerformance

The chart shows the growth of $10,000 invested in ELEMENTS Linked to the ICE BofAML Commodity Index eXtra Biofuels Total Return on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,102 for a total return of roughly 11.02%. All prices are adjusted for splits and dividends.


FUE (ELEMENTS Linked to the ICE BofAML Commodity Index eXtra Biofuels Total Return)
Benchmark (S&P 500)

FUEReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.10%0.43%
6M-0.51%9.37%
YTD48.03%22.33%
1Y38.39%26.59%
5Y5.16%15.74%
10Y-0.91%14.46%

FUEMonthly Returns Heatmap


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FUESharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current ELEMENTS Linked to the ICE BofAML Commodity Index eXtra Biofuels Total Return Sharpe ratio is 0.94. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


FUE (ELEMENTS Linked to the ICE BofAML Commodity Index eXtra Biofuels Total Return)
Benchmark (S&P 500)

FUEDividends


ELEMENTS Linked to the ICE BofAML Commodity Index eXtra Biofuels Total Return doesn't pay dividends

FUEDrawdowns Chart

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


FUE (ELEMENTS Linked to the ICE BofAML Commodity Index eXtra Biofuels Total Return)
Benchmark (S&P 500)

FUEWorst Drawdowns

The table below shows the maximum drawdowns of the ELEMENTS Linked to the ICE BofAML Commodity Index eXtra Biofuels Total Return. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the ELEMENTS Linked to the ICE BofAML Commodity Index eXtra Biofuels Total Return is 66.98%, recorded on May 27, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.98%Aug 31, 20121945May 27, 2020
-27.46%Jan 8, 201097May 27, 201083Sep 24, 2010180
-24.91%Aug 31, 2011199Jun 14, 201224Jul 19, 2012223
-15.15%Oct 13, 201028Nov 19, 201023Dec 23, 201051
-14.39%Feb 3, 201129Mar 16, 2011109Aug 19, 2011138
-10.3%Jul 23, 20128Aug 1, 20123Aug 6, 201211
-8.41%Oct 1, 20101Oct 1, 20103Oct 6, 20104
-7.38%Aug 7, 20129Aug 17, 20126Aug 27, 201215
-5.43%Jan 3, 20114Jan 6, 20115Jan 13, 20119
-3.66%Dec 29, 20102Dec 30, 20101Dec 31, 20103

FUEVolatility Chart

Current ELEMENTS Linked to the ICE BofAML Commodity Index eXtra Biofuels Total Return volatility is 14.23%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


FUE (ELEMENTS Linked to the ICE BofAML Commodity Index eXtra Biofuels Total Return)
Benchmark (S&P 500)

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