ELEMENTS Linked to the Rogers International Commodity Index - Agriculture Total Return
Ticker
RJA
ISIN
-
Price
USD 9.16
Change Today
-
Price 1 year ago
8.56 / 7.009 %
Morningstar
3
52 Week Low
8.23
52 Week High
11.00
200 Day Moving Average 9.66
9.66
50-day Moving Average
9.19
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.00 |
| Sortino Ratio | NaN |
| Maximum Drawdown | 0.0% |
| Maximum Drawdown Date | 2023-11-22 |
| Calmar Ratio | None |
1 year
| Parameter | Value |
|---|---|
| Return | 0.00 |
| Volatility | 0.0% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 2.685% |
| Average Annual Volatility | 16.21% |
| Sharpe Ratio | 0.17 |
| Sortino Ratio | 0.02 |
| Maximum Drawdown | -62.0% |
| Maximum Drawdown Date | 2020-04-21 |
| Calmar Ratio | -0.04 |
Company information
Summary
The index represents the value of a basket of 20 agricultural commodity futures contracts.
Market
US
Category
Japan Stock
Expense Ratio
0.75%
Fund family
ELEMENTS
Morningstar
3
Yield
-
Exchange
PCX
| Sector | Weight |
|---|---|
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
NoneAlternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DOD | ELEMENTS Dogs of the Dow Linked to the Dow Jones High Yield Select 10 Total Return Index | DE000514000 | PCX | 0.75% | 5 | ||
| GILI.L | Lyxor Core UK Government Inflation-Linked Bond (DR) UCITS ETF | LU165049128 | LSE | 0.07% | 4 | ||
| GILI.PA | Lyxor Core UK Government Inflation-Linked Bond (DR) UCITS ETF | LU1407893301 | PAR | 0.07% | 4 | -0.47 | |
| GIST.L | Lyxor Core Global Inflation-Linked 1-10Y Bond (DR) UCITS ETF Distribution Dis | LU191093984 | LSE | 0.20% | 4 | +5.32 | -- |
| IE00B19FR340.IR | MGI UK Inflation Linked Bond M-1 GBP | IE00B19FR340 | YHD | 4 | |||
| IE00B19FRB25.IR | MGI UK Inflation Linked Bond Z-1 £ Acc | IE00B19FRB25 | YHD | 5 | |||
| IE00B1KQY803.IR | MGI UK Inflation Linked Bond M-7 £ Acc | IE00B1KQY803 | YHD | 4 | |||
| IE00B3YST251.IR | Dimensional Sterling Inflation Linked Intermediate Duration Fixed Income Fund GBP Distributing | IE00B3YST251 | ISE | 4 | |||
| IE00B60W7Z17.IR | Mercer EURO Inflation Linked Bd M-3€ Acc | IE00B60W7Z17 | YHD | 4 | |||
| IE00B7Z69486.IR | Mercer Euro Inflation Linked Bond Fund | IE00B7Z69486 | YHD | 4 | |||
| MTI.PA | Lyxor Core Euro Government Inflation-Linked Bond (DR) UCITS ETF | LU1650491282 | PAR | 0.20% | 4 | -0.11 | |
| MTIX.L | Lyxor Core Euro Government Inflation-Linked Bond (DR) UCITS ETF | LU165049128 | LSE | 0.20% | 4 | ||
| UBIF.L | UBS (Lux) Fund Solutions – Bloomberg Euro Inflation Linked 1-10 UCITS ETF | LU164538036 | LSE | 0.20% | 4 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.