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ISIN
US88166A7063
CUSIP
88166A706
Issuer
Teucrium
Inception Date
Mar 28, 2012
Leveraged
1x (No leverage)
Index Tracked
Teucrium TAGS Index
Distribution Policy
Accumulating
Asset Class
Commodity
Assets Under Management
$18M

Share Price Chart


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Performance

TAGS Performance Chart

Teucrium Agricultural Fund (TAGS) is up 3.8% since the beginning of the year. TAGS is currently trading at $24 per share. Investors who bought $1,000 worth of TAGS shares 5 years ago would now be looking at an investment worth $961.


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S&P 500 Index

Returns By Period

Teucrium Agricultural Fund (TAGS) has returned 3.75% so far this year and -4.97% over the past 12 months. Over the last ten years, TAGS has returned -1.83% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Teucrium Agricultural Fund

1D
-0.25%
1M
-6.05%
YTD
3.75%
6M
3.20%
1Y
-4.97%
3Y*
-10.09%
5Y*
-0.79%
10Y*
-1.83%

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)

TAGS Monthly Returns History

Based on dividend-adjusted daily data since Mar 28, 2012, TAGS's average daily return is -0.01%, while the average monthly return is -0.33%.

Historically, 44% of months were positive and 56% were negative. The best month was Jul 2012 with a return of +15.7%, while the worst month was Jul 2015 at -12.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 7 months.

On a daily basis, TAGS closed higher 35% of trading days. The best single day was Jul 10, 2012 with a return of +12.9%, while the worst single day was Jul 19, 2012 at -10.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.19%4.37%6.22%-0.71%-2.08%-3.56%3.75%
20253.23%-1.77%-0.93%-1.98%-0.66%-1.68%-1.99%1.06%-2.38%-0.32%1.37%-2.90%-8.76%
2024-0.80%-5.42%2.77%-2.54%2.04%-5.98%-5.09%0.06%6.81%-2.87%-3.62%-0.24%-14.57%
20230.63%-3.89%2.48%-0.68%-4.18%2.57%3.78%-2.15%-1.43%1.27%0.42%-4.67%-6.11%
20222.79%9.04%7.70%5.79%-0.38%-9.34%-2.80%1.99%0.94%0.31%-0.62%1.05%16.25%
20214.93%2.43%-1.84%14.24%-1.44%3.42%-1.00%2.52%-0.44%2.70%-2.04%1.72%27.05%

Benchmark Metrics

Teucrium Agricultural Fund has an annualized alpha of -3.71%, beta of 0.07, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since March 28, 2012.

  • This ETF participated in 23.39% of S&P 500 Index downside but only -7.61% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.07 may look defensive, but with R2 of 0.00 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 0.00 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
-3.71%
Beta
0.07
0.00
Upside Capture
-7.61%
Downside Capture
23.39%

Expense Ratio

TAGS has an expense ratio of 0.21%, which is considered low.


Return for Risk

Risk / Return Rank

TAGS ranks 5 for risk / return — in the bottom 5% 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.


TAGS Risk / Return Rank: 55
Overall Rank
TAGS Sharpe Ratio Rank: 55
Sharpe Ratio Rank
TAGS Sortino Ratio Rank: 55
Sortino Ratio Rank
TAGS Omega Ratio Rank: 55
Omega Ratio Rank
TAGS Calmar Ratio Rank: 44
Calmar Ratio Rank
TAGS Martin Ratio Rank: 44
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 Agricultural Fund (TAGS) 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.


TAGSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.42

Sortino ratioReturn per unit of downside risk

-3.24

Omega ratioGain probability vs. loss probability

0.95

1.37

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.54

2.78

-3.32

Martin ratioReturn relative to average drawdown

-0.96

12.44

-13.40

Dividends

Dividend History


Teucrium Agricultural 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 Agricultural 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 Agricultural Fund was 76.40%, occurring on Apr 27, 2020. The portfolio has not yet recovered.

The current Teucrium Agricultural Fund drawdown is 64.50%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-76.40%Apr 2020
7y 9mo
13y 11moJul 2012 - now
2012 correction2012
-11.27%Jun 2012
2mo 11d14d
2mo 25dApr 2012 - Jun 2012
2012 pullback2012
-5.86%Jun 2012
0s12d
12dJun 2012 - Jul 2012
2012 pullback2012
-1.29%Mar 2012
0s1d
1dMar 2012 - Mar 2012
2012 pullback2012
-0.34%Jul 2012
0s4d
4dJul 2012 - Jul 2012

Drawdown Indicators


TAGSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-76.40%

-56.78%

-19.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-9.10%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-32.73%

-18.90%

-13.83%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

-25.43%

-12.17%

Max Drawdown (10Y)

Largest decline over 10 years

-44.72%

-33.92%

-10.80%

Current Drawdown

Current decline from peak

-64.50%

-1.80%

-62.70%

Average Drawdown

Average peak-to-trough decline

-57.23%

-10.71%

-46.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.99%

2.03%

+3.96%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with TAGS

Add Teucrium Agricultural 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 TAGS