Teucrium Wheat Fund chart

Last update: 2022-12-02
Key statistics and financials
Three year average return 5.86%
YTD return -2.32%
Beta 3Y 0.31
Total Assets 75.62M
Annual report expense ratio 1.00%

Company description

The fund seeks to achieve its investment objective by investing under normal market conditions in Benchmark Component Futures Contracts. Under normal market conditions, the manager expects that 100% of the fund’s assets will be used to trade Wheat Futures Contracts and invest in cash and cash equivalents.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to Teucrium Wheat Fund:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to Teucrium Wheat Fund. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Teucrium Wheat Fund

Here is the result of two systematic investment strategies applied to Teucrium Wheat Fund. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Teucrium Wheat Fund

The following chart shows the equity curve of the two systematic investment strategies applied to Teucrium Wheat Fund:

Teucrium Wheat Fund automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 15.16% on the backtest period.

Performance at glance

Performance

15.16 %

Latent gain

113.72 $

Invested capital

750.28 $

Annualized return

10.53 %
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Momentum strategy results on Teucrium Wheat Fund

This is the result of two momentum investment strategies applied to Teucrium Wheat Fund. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Teucrium Wheat Fund

The following chart shows all the entries opened by the momentum investment system on Teucrium Wheat Fund:

Teucrium Wheat Fund momentum entries
  • The first momentum investment strategy would give 17.74% of return on Teucrium Wheat Fund. That represents 400.29$ of latent gain with 2256.51$ of employed capital.
  • The second momentum investment strategy would give 17.26% of return on Teucrium Wheat Fund. That represents 345.46$ of latent gain with 2001.74$ of employed capital.
Performance at glance (1Q Momentum)

Performance

17.74 %

Latent gain

400.29 $

Invested capital

2256.51 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

17.26 %

Latent gain

345.46 $

Invested capital

2001.74 $

Annualized return

17.98 %

Momentum equity curve on Teucrium Wheat Fund

The following chart shows the equity curve of the two momentum strategies applied to Teucrium Wheat Fund:

Teucrium Wheat Fund momentum equity

Note: the dividends potentially given by Teucrium Wheat Fund are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Teucrium Wheat Fund

The following chart shows the employed capital evolution of the two momentum strategies on Teucrium Wheat Fund since the beginning:

Teucrium Wheat Fund

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on Teucrium Wheat Fund

Buy the dip entry openings on Teucrium Wheat Fund

Teucrium Wheat Fund

The performance achieved by the robo-advisor on Teucrium Wheat Fund is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows Teucrium Wheat Fund stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Teucrium Wheat Fund, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

-0.0 %

Equity curve of the strategy applied to Teucrium Wheat Fund

The following chart shows the result of the investment strategy applied to Teucrium Wheat Fund:

Teucrium Wheat Fund

Note: the dividends potentially given by Teucrium Wheat Fund are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Teucrium Wheat Fund

The following chart shows the employed capital evolution since the beginning of the investment strategy on Teucrium Wheat Fund:

Teucrium Wheat Fund

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Teucrium Wheat Fund

In this section, I will compare the three previous investment strategies applied to Teucrium Wheat Fund.

Equity curve comparison on Teucrium Wheat Fund

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Teucrium Wheat Fund investment strategy comparison

Employed capital comparison on Teucrium Wheat Fund

Teucrium Wheat Fund investment comparison

Performance comparison on Teucrium Wheat Fund

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 15.16% 113.72$ 750.28$ 10.53%
Momentum 1 quarter 17.74% 400.29$ 2256.51$ 14.78%
Momentum 2 quarters 17.26% 345.46$ 2001.74$ 17.98%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

10.53 %

Momentum 1Q

17.98 %

Momentum 2Q

17.98 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Teucrium Wheat Fund:

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months


Note: The algorithm computes the probability of correlation between Teucrium Wheat Fund and the other stocks. There may be false positives or some missing correlated stocks. If the price of Teucrium Wheat Fund does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name Teucrium Wheat Fund
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange ARCX
Ticker WEAT
Market

Teucrium Wheat Fund ESG Scores

Environment scores

Environment ESG Factors Scores
Environment Score 0
Peer Environment Performance unknown
Environment Percentile unknown
Palm Oil unknown
Nuclear unknown
Fur Leather unknown
GMO unknown
Coal unknown
Pesticides unknown
Animal Testing unknown

Social scores

Social ESG Factors Scores
Social Score 0
Peer Social Performance unknown
Social Percentile unknown
Highest Controversy unknown
Peer Highest Controversy Performance unknown
Adult unknown
Gambling unknown
Alcoholic unknown
Tobacco unknown
Catholic unknown
Controversial Weapons unknown
Small Arms unknown
Military Contract unknown
Peer Count unknown

Related Controversy:


Governance scores

Governance ESG Factors Scores
Governance Score 0
Peer Governance Performance unknown
Governance Percentile unknown

ESG at glance
Total ESG Scores: unknown
Environment Score: 0
Social Score: 0
Governance Score: 0

ESG Performance: unknown

Peer Group: unknown

Peer Esg Score Performance: unknown

Rating Year: unknown

Rating Month: unknown

Max Age: unknown

Percentile: unknown