Teucrium Sugar

10-Year Study

CANE.US · · US · ETF

Executive Summary: Teucrium Sugar has compounded at -2.1% annually over the last 10 years, with a maximum drawdown of 62.7% and an annualized volatility of 31.3%.

1Y CAGR
-19.6%
3Y CAGR
-11.9%
5Y CAGR
+2.5%
10Y CAGR
-2.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
62.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +36.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -27.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.30.512.4-11.1————————-4.9%
20250.43.13.1-6.6-0.5-3.4-0.40.0-2.8-12.34.90.0-14.6%
202412.1-5.12.3-11.6-4.97.6-4.41.411.8-0.7-4.7-8.6-7.8%
20238.9-0.410.121.7-3.0-5.04.94.45.81.4-1.8-15.730.1%
2022-2.9-1.59.7-0.72.2-4.8-6.31.4-1.9-0.69.70.63.6%
20212.47.8-5.613.73.03.20.613.3-1.3-2.5-3.72.636.3%
20203.3-1.9-23.2-1.01.25.15.4-0.20.70.34.16.1-3.8%
20195.51.0-3.6-1.1-2.40.9-1.8-6.82.8-0.92.04.1-1.0%
2018-8.2-1.8-5.8-7.75.1-6.0-9.1-1.5-2.415.5-1.9-5.7-27.5%
20176.4-4.8-9.8-5.5-7.3-7.48.0-3.9-5.12.80.7-0.4-24.8%
2016———5.43.412.7-2.65.38.9-2.8-8.20.623.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 31.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 52.6% of variance. Idiosyncratic stock-specific factors contribute 27.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110537.687394575743
2016-05-0110897.788222807649
2016-06-0112279.15395258041
2016-07-0111963.87620112579
2016-08-0112603.528988116672
2016-09-0113721.831586528438
2016-10-0113333.206982165533
2016-11-0112243.428159884768
2016-12-0112318.101700054962
2017-01-0113105.77488012433
2017-02-0112470.860261925971
2017-03-0111248.412713454503
2017-04-0110632.450770426247
2017-05-019855.391088452136
2017-06-019128.650759054643
2017-07-019855.391088452136
2017-08-019466.86124746508
2017-09-018983.568030627523
2017-10-019239.429145423876
2017-11-019305.763508519229
2017-12-019267.858158179026
2018-01-018511.646418892025
2018-02-018358.129750014215
2018-03-017874.836533176658
2018-04-017268.350927733449
2018-05-017637.928093550405
2018-06-017183.063889467999
2018-07-016529.196596099539
2018-08-016434.433220249039
2018-09-016282.811818888236
2018-10-017258.8745901484
2018-11-017122.79438242708
2018-12-016717.775714042037
2019-01-017088.300513617497
2019-02-017157.098724484961
2019-03-016898.773761916495
2019-04-016822.963061236093
2019-05-016661.770558914391
2019-06-016718.723347800542
2019-07-016595.341432443191
2019-08-016150.1430926975345
2019-09-016320.717169228437
2019-10-016263.859143718136
2019-11-016388.757273089096
2019-12-016652.3889847051905
2020-01-016870.344749161344
2020-02-016737.676022970642
2020-03-015174.080321437371
2020-04-015121.960464719595
2020-05-015183.55665902242
2020-06-015448.894111403824
2020-07-015742.660576540378
2020-08-015733.1842389553285
2020-09-015771.08958929553
2020-10-015790.042264465629
2020-11-016026.9507040918825
2020-12-016396.527869908838
2021-01-016548.14927126964
2021-02-017059.871500862347
2021-03-016661.865322290241
2021-04-017571.593730455054
2021-05-017799.025832496257
2021-06-018045.410609707561
2021-07-018092.79229763281
2021-08-019173.094782328526
2021-09-019049.902393722876
2021-10-018822.470291681671
2021-11-018500.274813789967
2021-12-018718.230578246119
2022-01-018462.369463449766
2022-02-018339.177074844116
2022-03-019144.665769573376
2022-04-019078.331406478024
2022-05-019277.334495764077
2022-06-018831.946629266722
2022-07-018272.842711748763
2022-08-018386.558762769366
2022-09-018225.461023823513
2022-10-018178.079335898263
2022-11-018974.091693042474
2022-12-019030.949718552773
2023-01-019836.438413282036
2023-02-019798.533062941835
2023-03-0110784.07217178705
2023-04-0113124.727555294428
2023-05-0112726.721376722324
2023-06-0112091.806758523966
2023-07-0112679.339688797076
2023-08-0113238.443606315032
2023-09-0114006.026950704092
2023-10-0114195.553702405095
2023-11-0113939.69258760874
2023-12-0111750.65860546216
2024-01-0113172.10924321968
2024-02-0112499.28927468112
2024-03-0112783.579402232626
2024-04-0111295.794401379755
2024-05-0110746.166821446848
2024-06-0111561.131853761157
2024-07-0111049.409624168451
2024-08-0111201.031025529253
2024-09-0112527.718287436272
2024-10-0112442.431249170822
2024-11-0111854.898318897713
2024-12-0110831.4538597123
2025-01-0110878.83554763755
2025-02-0111219.983700699355
2025-03-0111570.60819134621
2025-04-0110803.024846957147
2025-05-0110746.166821446848
2025-06-0110381.327824422417
2025-07-0110338.684305289691
2025-08-0110338.684305289691
2025-09-0110044.917840153137
2025-10-018812.993954096622
2025-11-019248.905483008926
2025-12-019248.905483008926
2026-01-018756.13592858632
2026-02-018803.51761651157
2026-03-019893.296438792335
2026-04-018794.04127892652
Annual Return Matrix
YearAnnual Return
2017-0.24762285749453794
2018-0.2751533742331288
2019-0.009733389758781352
2020-0.038461538461538436
20210.36296296296296293
20220.035869565217391264
20230.3011542497376707
2024-0.07822580645161292
2025-0.14610673665791774
2026-0.049180327868852514
Total Factor Risk
0.31260011596847864
VTI.US Exposure
0.0007077352632386575
VEA.US Exposure
-0.003409012811563204
VWO.US Exposure
0.00789767746758535
QQQ.US Exposure
0.011801800484512789
VTV.US Exposure
0.004377103063628235
IJR.US Exposure
0.03663663202343757
QUAL.US Exposure
0.04100609577635967
SHV.US Exposure
0.5257900472276592
TLT.US Exposure
0.002068292002395271
LQD.US Exposure
0.00793286568498905
HYG.US Exposure
0.04176473449245113
GLD.US Exposure
0.005512463218234971
USO.US Exposure
0.023589182545826204
VNQ.US Exposure
-0.0010538334320067142
BTC-USD.CC Exposure
0.000006183120987585129
CPER.US Exposure
-0.0003401509022334382
VIX.INDX Exposure
0.012369839799384243
UUP.US Exposure
0.00008961363172211166
TIP.US Exposure
0.012723616337205446
Idiosyncratic Exposure
0.27052911500618604
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-3.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-7.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
22.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.12
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Teucrium Sugar a high-risk investment?

Teucrium Sugar (CANE.US) has an annualized volatility of 31.3% and experienced a maximum drawdown of 62.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CANE.US?

Over the past 10 years, CANE.US has generated a Compound Annual Growth Rate (CAGR) of -2.1%. It has had a positive return in 30% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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