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ISIN
US88166A6073
CUSIP
88166A607
Issuer
Teucrium
Inception Date
Sep 19, 2011
Leveraged
1x (No leverage)
Index Tracked
Teucrium Soybean Fund Benchmark
Distribution Policy
Accumulating
Asset Class
Commodity
Assets Under Management
$48M

Share Price Chart


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Performance

SOYB Performance Chart

Teucrium Soybean Fund (SOYB) is up 11.3% since the beginning of the year. SOYB is currently trading at $24 per share. Investors who bought $1,000 worth of SOYB shares 5 years ago would now be looking at an investment worth $1,091.


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S&P 500 Index

Returns By Period

Teucrium Soybean Fund (SOYB) has returned 11.34% so far this year and 8.71% over the past 12 months. Over the last ten years, SOYB has returned 1.80% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Teucrium Soybean Fund

1D
0.29%
1M
-2.87%
YTD
11.34%
6M
9.94%
1Y
8.71%
3Y*
-3.47%
5Y*
1.75%
10Y*
1.80%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOYB Monthly Returns History

Based on dividend-adjusted daily data since Sep 19, 2011, SOYB's average daily return is +0.01%, while the average monthly return is +0.11%. At this rate, an investment would double in approximately 52.5 years.

Historically, 49% of months were positive and 51% were negative. The best month was Jun 2023 with a return of +13.6%, while the worst month was Jun 2018 at -12.8%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SOYB closed higher 50% of trading days. The best single day was Mar 1, 2012 with a return of +9.7%, while the worst single day was Feb 29, 2012 at -7.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.74%7.10%2.43%1.43%1.62%-3.22%11.34%
20253.17%-2.84%-0.88%0.61%0.70%0.74%-2.60%5.54%-4.15%7.83%1.99%-7.37%1.77%
2024-4.74%-6.86%5.19%-2.22%2.52%-6.41%-5.69%-2.00%5.44%-6.53%-1.60%1.32%-20.48%
2023-1.09%-2.45%-1.33%-3.00%-8.58%13.55%1.20%2.75%-4.72%1.35%2.97%-4.39%-5.23%
20229.55%7.94%-0.71%7.00%-1.57%-3.80%1.18%-2.30%-2.39%3.10%3.08%2.70%25.27%
20213.54%4.51%2.61%6.15%1.87%1.37%-2.49%-2.55%-2.22%-1.14%-2.62%7.31%16.85%

Benchmark Metrics

Teucrium Soybean Fund has an annualized alpha of -0.44%, beta of 0.15, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since September 19, 2011.

  • This ETF participated in 34.03% of S&P 500 Index downside but only 13.01% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.15 may look defensive, but with R2 of 0.02 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 0.02 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
-0.44%
Beta
0.15
0.02
Upside Capture
13.01%
Downside Capture
34.03%

Expense Ratio

SOYB has a high expense ratio of 1.88%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

SOYB ranks 20 for risk / return — below 20% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


SOYB Risk / Return Rank: 2020
Overall Rank
SOYB Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 1919
Sortino Ratio Rank
SOYB Omega Ratio Rank: 1919
Omega Ratio Rank
SOYB Calmar Ratio Rank: 2222
Calmar Ratio Rank
SOYB Martin Ratio Rank: 2222
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 Soybean Fund (SOYB) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SOYBBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.35

Sortino ratioReturn per unit of downside risk

-1.73

Omega ratioGain probability vs. loss probability

1.13

1.37

-0.24

Calmar ratioReturn relative to maximum drawdown

1.00

2.78

-1.79

Martin ratioReturn relative to average drawdown

2.56

12.44

-9.88

Dividends

Dividend History


Teucrium Soybean 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 Soybean 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 Soybean Fund was 53.76%, occurring on Apr 28, 2020. Recovery took 499 trading sessions.

The current Teucrium Soybean Fund drawdown is 16.96%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-53.76%Apr 2020
7y 7mo1y 11mo
9y 7moSep 2012 - Apr 2022
2024 bear market2024
-31.01%Dec 2024
1y 4mo
2y 11moJul 2023 - now
2011 correction2011
-18.58%Dec 2011
2mo 19d6mo 27d
9mo 16dSep 2011 - Jul 2012
2023 correction2023
-17.71%May 2023
11mo 25d1mo 24d
1y 1moJun 2022 - Jul 2023
2012 pullback2012
-7.09%Jul 2012
1d28d
29dJul 2012 - Aug 2012

Drawdown Indicators


SOYBBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-53.76%

-56.78%

+3.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-9.10%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-31.01%

-18.90%

-12.11%

Max Drawdown (5Y)

Largest decline over 5 years

-31.01%

-25.43%

-5.58%

Max Drawdown (10Y)

Largest decline over 10 years

-37.49%

-33.92%

-3.57%

Current Drawdown

Current decline from peak

-16.96%

-1.80%

-15.16%

Average Drawdown

Average peak-to-trough decline

-25.73%

-10.71%

-15.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

2.03%

+1.48%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SOYB

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

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