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ETFs

Teucrium Sugar Fund

CANE
$—
Today’s Change
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Snapshot
*

Inception Date
Sep 19, 2011
Expense Ratio
1.14%
Type
Global Commodities & Metals
Fund Owner
Teucrium
Volume (1m avg. daily)
$1,121,351
AUM
$24,854,010
Associated Index
Teucrium Sugar Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

—
Cash & Other
61.95%
—
MARRIOTT INTL INC DISC COML PA 10/10/2023
10.04%
—
WALGREENS BOOTS ALLIANCE INC 11/01/2023
10%
—
V F CORP 11/13/2023
9.98%
—
BROOKFIELD INFRASTRUCTURE HLDG 10/11/2023
8.03%
—
Derivatives offset
-100.02%
Invest with CANE
Trade CANE Options

What is CANE?

The investment objective of the Teucrium Sugar Fund is to have the daily changes in percentage terms of the Shares Net Asset Value ( NAV ) reflect the daily changes in percentage terms of a weighted average of the closing settlement prices for three futures contracts for sugar ( Sugar Futures Contracts ) that are traded on ICE Futures US ( ICE Futures )

1M
3M
6M
YTD
1Y
3Y
Max
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CANE
Performance Measures**

for the time period Sep 19, 2011 to Dec 4, 2025

Returns

1M Trailing Return: 4.5%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: -9.2%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -81.3%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 28.0%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: -0.10

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: -0.08

The annualized return divided by the max drawdown for the selected time period.

ETFs related toCANE

ETFs correlated to CANE include DBA, USCI, FTGC

CANE
Teucrium Trading, LLC - Teucrium Sugar Fund
DBA
Invesco DB Multi-Sector Commodity Trust - Invesco DB Agriculture Fund
USCI
United States Commodity Funds LLC - United States Commodity Index Fund
FTGC
First Trust Exchange-Traded Fund III - First Trust Global Tactical Commodity Strategy Fund
CMDT
Pimco Exchange Traded Fund - PIMCO Commodity Strategy Active Exchange-Traded Fund
DBC
DB Commodity Services LLC - Invesco DB Commodity Index Tracking Fund
BCI
abrdn ETF - abrdn Bloomberg All Commodity Strategy K-1 Free ETF
PDBC
Invesco Capital Management LLC - Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
DJP
Barclays Bank PLC - iPath Bloomberg Commodity Total Return ETN
BCD
abrdn ETF - abrdn Bloomberg All Comm Longer Dt Strategy K-1 Free ETF
DVYE
BlackRock Institutional Trust Company N.A. - iShares Emerging Markets Dividend ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Trading Strategies
Related toCANE

Aggressive Battleship III/ Sort WM 74

Category

Tactical allocation, trend-following, momentum rotation, multi-asset, leveraged ETFs, crash-hedge, commodities tilt, daily rebalanced

OOS Cumulative Return

147.42%

FTLT V5 W/ Frontrunner V4 + Aggressive Battleship V2 WM74

Category

Trend-following, momentum, mean-reversion, volatility hedge, leveraged/inverse ETFs, tactical allocation, commodities, daily rebalancing

OOS Cumulative Return

137.85%

Create your own algorithmic trading strategy with CANE using Composer

FAQ

CANE is a Global Commodities & Metals ETF. The investment objective of the Teucrium Sugar Fund is to have the daily changes in percentage terms of the Shares Net Asset Value ( NAV ) reflect the daily changes in percentage terms of a weighted average of the closing settlement prices for three futures contracts for sugar ( Sugar Futures Contracts ) that are traded on ICE Futures US ( ICE Futures )

CANE tracks the Teucrium Sugar Index.

No, CANE is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, CANE is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on CANE is 0.0785%. This is the percent change in the value of CANE over the most recent 1-month period. The 3-month return on CANE is 0.1176%. This is the percent change in the value of CANE over the most recent 3-month period.

The standard deviation of CANE for the past year is 0.2035%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to CANE include CORN, TAGS, and TILL.

ETFs correlated to CANE include DBA, USCI, and FTGC.

ETFs that are inversely correlated to CANE include EFZ, EDZ, and EPV.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.