Teucrium Corn Fund

10-Year Study

CORN.US · · US · ETF

Executive Summary: Teucrium Corn Fund has compounded at -2.1% annually over the last 10 years, with a maximum drawdown of 47.1% and an annualized volatility of 23.3%.

1Y CAGR
-0.9%
3Y CAGR
-8.2%
5Y CAGR
-2.4%
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 →
47.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +38.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -19.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.42.32.9-2.3————————1.4%
20255.4-3.6-2.71.0-3.3-2.3-2.51.8-0.71.91.0-1.3-5.5%
2024-4.8-4.73.2-1.1-0.3-8.0-3.50.24.5-3.2-0.15.0-13.0%
2023-1.3-5.70.7-7.3-1.2-3.94.1-4.4-0.21.0-1.3-1.7-19.9%
20225.08.710.510.4-5.9-10.8-0.67.50.61.4-3.61.925.0%
20218.32.01.818.6-2.45.3-5.8-0.60.95.9-1.62.438.3%
2020-2.6-4.6-5.8-7.31.31.8-5.57.73.91.76.210.15.3%
20190.9-3.3-2.7-1.110.9-1.6-3.5-7.02.9-0.2-4.21.9-7.8%
20182.32.72.01.3-0.9-8.83.2-4.5-2.11.60.3-0.7-4.3%
20172.31.4-2.0-1.71.40.4-0.9-6.3-0.3-2.4-1.3-1.3-10.4%
2016———9.00.9-7.4-7.6-6.55.54.1-3.6-0.2-7.0%

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 23.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 28.0% of variance. Idiosyncratic stock-specific factors contribute 37.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110904.572564612326
2016-05-0111003.976143141152
2016-06-0110188.86679920477
2016-07-019413.51888667992
2016-08-018802.186878727634
2016-09-019284.294234592446
2016-10-019662.027833001988
2016-11-019314.115308151091
2016-12-019299.20477137177
2017-01-019512.922465208747
2017-02-019647.117296222663
2017-03-019458.250497017892
2017-04-019299.20477137177
2017-05-019428.429423459243
2017-06-019468.190854870774
2017-07-019383.69781312127
2017-08-018792.24652087475
2017-09-018767.395626242545
2017-10-018553.677932405566
2017-11-018444.333996023855
2017-12-018333.499005964215
2018-01-018523.856858846917
2018-02-018752.48508946322
2018-03-018926.441351888667
2018-04-019040.75546719682
2018-05-018961.182902584493
2018-06-018170.974155069583
2018-07-018429.423459244532
2018-08-018051.689860834989
2018-09-017885.188866799204
2018-10-018011.928429423459
2018-11-018036.779324055667
2018-12-017977.1371769383695
2019-01-018046.719681908548
2019-02-017778.330019880716
2019-03-017569.582504970179
2019-04-017490.0594904692925
2019-05-018305.168531050027
2019-06-018170.974420505773
2019-07-017882.703606698433
2019-08-017331.013916500993
2019-09-017544.731762015795
2019-10-017529.820883961368
2019-11-017216.700028709578
2019-12-017355.86490593184
2020-01-017166.998049847884
2020-02-016838.966316541668
2020-03-016441.351907627719
2020-04-015974.155297099241
2020-05-016053.678084083391
2020-06-016163.021679189996
2020-07-015825.04983450736
2020-08-016272.3657482898025
2020-09-016515.9044019270605
2020-10-016625.248471026865
2020-11-017032.802991317233
2020-12-017743.53872947617
2021-01-018389.661610718988
2021-02-018558.647770056905
2021-03-018712.723999326792
2021-04-0110333.002443105042
2021-05-0110084.493496782974
2021-06-0110621.272782919184
2021-07-0110000.000417114014
2021-08-019940.357852882704
2021-09-0110024.850932551662
2021-10-0110621.272782919184
2021-11-0110452.286623581265
2021-12-0110705.765862588143
2022-01-0111237.574856039542
2022-02-0112216.699763273387
2022-03-0113499.0058883758
2022-04-0114900.596193954436
2022-05-0114025.84458914239
2022-06-0112504.97010308753
2022-07-0112425.44731610338
2022-08-0113354.871192461927
2022-09-0113439.364272130884
2022-10-0113623.260361536833
2022-11-0113131.212761577506
2022-12-0113384.692000584384
2023-01-0113210.735548561655
2023-02-0112455.268124225835
2023-03-0112539.761203894795
2023-04-0111620.277912905865
2023-05-0111481.113509676801
2023-06-0111028.827303209551
2023-07-0111476.143216991992
2023-08-0110969.18473897824
2023-09-0110944.334223540593
2023-10-0111053.677818647198
2023-11-0110909.543122733325
2023-12-0110720.675792656171
2024-01-0110203.777677259199
2024-02-019721.669714683092
2024-03-0110029.82122523647
2024-04-019915.507337445055
2024-05-019890.655874021011
2024-06-019100.397348877923
2024-07-018777.335908256515
2024-08-018797.21707899575
2024-09-019189.860721231691
2024-10-018891.649796047932
2024-11-018881.710158664711
2024-12-019329.026072447154
2025-01-019835.984550460906
2025-02-019478.131061045833
2025-03-019224.651822038957
2025-04-019314.115194392725
2025-05-019005.964631825746
2025-06-018797.21707899575
2025-07-018578.52894079614
2025-08-018732.60422207963
2025-09-018672.962605834717
2025-10-018841.948765172636
2025-11-018931.411189540006
2025-12-018812.12700906378
2026-01-018687.872535902747
2026-02-018891.650099403578
2026-03-019145.129224652086
2026-04-018931.411530815109
Annual Return Matrix
YearAnnual Return
2017-0.10384820951362916
2018-0.04276256933261757
2019-0.07788160805390265
20200.0527026839810103
20210.3825417856872215
20220.2502320873052051
2023-0.1990345543858536
2024-0.12980988765300794
2025-0.05540761268853234
20260.01353640518669752
Total Factor Risk
0.23324379404484155
VTI.US Exposure
-0.0009890176461193642
VEA.US Exposure
0.0075519598892442915
VWO.US Exposure
0.015033699890976523
QQQ.US Exposure
-0.009188862457121132
VTV.US Exposure
0.022670658405960723
IJR.US Exposure
0.002557295243433845
QUAL.US Exposure
0.03452484195701435
SHV.US Exposure
0.27980237828762144
TLT.US Exposure
-0.008711815048323178
LQD.US Exposure
0.012234218695681398
HYG.US Exposure
0.1808717183971949
GLD.US Exposure
0.006046537195954671
USO.US Exposure
0.03978618870233811
VNQ.US Exposure
0.0001106481376433687
BTC-USD.CC Exposure
-0.00014582627307977545
CPER.US Exposure
0.012039386294552182
VIX.INDX Exposure
-0.0013809526769686382
UUP.US Exposure
0.025651009461719772
TIP.US Exposure
0.003945780262060119
Idiosyncratic Exposure
0.37759015328021633
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
23.3%

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 →
-0.3%
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 →
+1.6%
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 →
8.2% 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 →
0.36
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Teucrium Corn Fund a high-risk investment?

Teucrium Corn Fund (CORN.US) has an annualized volatility of 23.3% and experienced a maximum drawdown of 47.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CORN.US has generated a Compound Annual Growth Rate (CAGR) of -2.1%. It has had a positive return in 40% 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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