Snapshot*
Top 10 Holdings
What is TILL?
The Fund is an actively managed exchange-traded fund that seeks capital appreciation by investing primarily in agricultural commodities futures contracts traded on the Chicago Board of Trade or Intercontinental Exchange Inc. ("ICE"). The Fund's portfolio holdings will consist of four commodities futures holdings, one in each of the following commodities: corn, wheat, soybeans, and sugar (each a "Component Futures Contract"). The portfolio will be rebalanced, generally on a monthly basis, in order to maintain approximately a 25% allocation of the Fund's assets to each Component Futures Contract. Unlike many other commodity- based exchange-traded products, the Fund will not issue its shareholders a Schedule K-1 for tax reporting purposes, which can increase the complexity of a shareholder's tax reporting. Instead, the Fund is designed to be taxed as a conventional mutual fund and will issue a Form 1099 to its shareholders for tax reporting purposes. A consequence of the Fund's tax status is that it generally is limited to obtaining its exposure to the Component Futures Contracts through the Fund's Subsidiary.
TILLPerformance Measures**
for the time period May 17, 2022 to Aug 5, 2026
1M Trailing Return: 1.5%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: -2.6%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -33.8%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 14.8%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: -0.43
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: -0.21
The annualized return divided by the max drawdown for the selected time period.
ETFs related toTILL
ETFs correlated to TILL include CORN, WEAT, DBA
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 toTILL
Robots
Category
AI, robotics, momentum, thematic, tactical allocation, commodities, precious metals, credit hedge
OOS Cumulative Return
-1%
Create your own algorithmic trading strategy with TILL using Composer
FAQ
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.