NYSEArca - Delayed Quote USD

ELEMENTS Linked to the MLCX Grains Index - Total Return (GRU)

5.43 -0.00 (-0.09%)
At close: February 13 at 3:44 PM EST

ETF Summary

The index is designed reflect the performance of a fully collateralized investment in the four exchange-traded futures contracts on four physical commodities: corn, soybeans, soy meal and wheat.

Risk Overview

Performance & Risk

YTD Return -0.46%
5y Average Return 8.60%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.52
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
GRUCategory AverageGRUCategory AverageGRUCategory Average
Alpha 12.24 1.75 6.63 3.36 -0.8 1.71
BETA 0.52 0.65 0.5 0.78 0.65 0.86
Mean Annual Return 1.76 0.77 0.9 0.8 -0.07 0.12
R-squared 23.27 23.33 16.86 24.58 19.28 26.82
Standard Deviation 19.58 22.07 19.26 24.99 20.96 23.83
Sharpe Ratio 1.28 0.33 0.89 0.38 1.22 0.03
Treynor Ratio 38.31 11.53 16.04 21.54 -5.89 -0.45

Related Tickers