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iPath Series B Bloomberg Grains Subindex Total Return ETN (JJG)

ETF · Currency in USD
Issuer
Barclays Capital
Inception Date
Jan 17, 2018
Category
Agricultural Commodities
Expense Ratio
0.45%
Index Tracked
Bloomberg Grains Subindex (TR)
Asset Class
Commodity

JJGPrice Chart


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JJGPerformance

The chart shows the growth of $10,000 invested in iPath Series B Bloomberg Grains Subindex Total Return ETN on Feb 1, 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,711 for a total return of roughly 27.11%. All prices are adjusted for splits and dividends.


JJG (iPath Series B Bloomberg Grains Subindex Total Return ETN)
Benchmark (S&P 500)

JJGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD0.22%-3.97%
1M0.99%-0.94%
6M3.86%7.48%
1Y12.22%21.47%
5Y6.33%12.73%
10Y6.33%12.73%

JJGMonthly Returns Heatmap


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JJGSharpe 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 iPath Series B Bloomberg Grains Subindex Total Return ETN Sharpe ratio is 0.51. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


JJG (iPath Series B Bloomberg Grains Subindex Total Return ETN)
Benchmark (S&P 500)

JJGDividends


iPath Series B Bloomberg Grains Subindex Total Return ETN doesn't pay dividends

JJGDrawdowns Chart

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


JJG (iPath Series B Bloomberg Grains Subindex Total Return ETN)
Benchmark (S&P 500)

JJGWorst Drawdowns

The table below shows the maximum drawdowns of the iPath Series B Bloomberg Grains Subindex Total Return ETN. 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 iPath Series B Bloomberg Grains Subindex Total Return ETN is 32.56%, recorded on Jun 26, 2020. It took 135 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.56%May 4, 2018541Jun 26, 2020135Jan 8, 2021676
-18.25%May 10, 2021110Oct 13, 2021
-7.02%Feb 25, 202124Mar 30, 202111Apr 15, 202135
-6.93%Jan 15, 20215Jan 22, 202111Feb 8, 202116
-6.84%Mar 2, 201813Mar 23, 201828May 3, 201841
-4.03%Feb 9, 20212Feb 10, 20218Feb 23, 202110
-2.31%Apr 27, 20213Apr 29, 20211Apr 30, 20214
-1.72%Feb 1, 20182Feb 5, 20182Feb 8, 20184
-0.64%Jan 13, 20211Jan 13, 20211Jan 14, 20212
-0.45%Feb 20, 20181Feb 20, 20181Feb 26, 20182

JJGVolatility Chart

Current iPath Series B Bloomberg Grains Subindex Total Return ETN volatility is 15.03%. 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.


JJG (iPath Series B Bloomberg Grains Subindex Total Return ETN)
Benchmark (S&P 500)

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