RJI

Elements Rogers International Commodity Index-Total Return ETN
D

54
*Unless otherwise stated, data provided by FactSet.

RJI Fund Description

The ELEMENTS Rogers International Commodity Index - Total Return ETN tracks a consumption-based index of commodities chosen by the RICI committee. It gains exposure using front-month futures contracts.

RJI Factset Analytics Insight

RJI offers exposure to more commodities than any competing ETF. Its underlying index, the RICI, includes an additional dozen or so commodities beyond our benchmark. It even provides a small amount of exposure to commodities like milk, rapeseed and orange juice. Overall, the RICI significantly reduces energy in favor of agriculture exposure relative to our benchmark. Its index strictly uses front-month contracts for exposure, which give you the best reactivity to changes in spot, but are also most affected by the forces of contango/backwardation . RJI charges a reasonable fee, but traders should note persistently wider spreads than its hefty AUM might suggest.

RJI CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 07/12/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
RJI -4.10% -2.40% 1.76% 13.07% -2.72% -7.99% -8.90%
RJI (NAV) -4.55% -3.19% 0.92% 12.12% -2.36% -8.06% -8.94%
S&P GSCI -2.20% 0.18% 5.42% 24.70% -3.96% -11.27% --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

RJI Top 10 Holdings

This chart is unavailable

RJI Summary Data

ELEMENTS
10/17/07
Exchange-Traded Note
0.75%
$231.88M
$1.56M
0.21%

RJI Portfolio Data

Futures
Front Month
Monthly
--

RJI Index Data

Proprietary
Committee
S&P GSCI

RJI Portfolio Management

0.75%
0.01%
1.13%
-1.83%

RJI Tax Exposures

20.00% / 39.60%
--
No

RJI Fund Structure

Exchange-Traded Note
No
N/A
Swedish Export Credit Corp - SEK
Low
Low
None
Bats Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

RJI Factset Analytics Block Liquidity

As of 07/18/18
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of RJI. RJI is rated a 5 out of 5.

RJI Tradability

272,973
$1.56M
124,673
$707.09K
0.21%
$0.01
0.00%
0.78% / -1.81%
None
100.00%
500,000
0.25
0.00%
--
128
$5.42
5

RJI SECTOR BREAKDOWN


RJI
Segment Benchmark
40.90%
21.03%
24.36%
55.99%
16.67%
9.57%
14.23%
5.23%
3.85%
8.19%

RJI Tenor Strategy

RJI invests solely in front-month futures contracts. This means that the fund will be particularly sensitive to changes in spot prices, but may be priced higher or lower than spot, sometimes dramatically.

RJI Rolling Strategy

RJI rolls its underlying contracts over a 15 day period during the month preceeding a given contract's expiration

RJI Performance Statistics

0.88
0.70
0.72
0.67
0.00%