RJN

Elements Rogers International Commodity Index-Energy TR ETN
*Unless otherwise stated, data provided by FactSet.

RJN Fund Description

RJN tracks a consumption-based index of energy commodities chosen by the RICI committee. It gains exposure using front-month futures contracts.

RJN Factset Analytics Insight

RJN represents the value of a basket of 6 energy futures contracts for commodities consumed in the global economy. This includes contracts on Crude Oil, Brent Oil, Natural Gas, BOB Gasoline, Heating Oil, and Gas Oil. The note’s index uses the standard front-month rolling method, where expiring contracts are rolled into the next-nearest month. Individual components in the index are selected on the basis of volume and liquidity data as monitored and considered by the RICI committee. Weighting is based on their respective underlying worldwide consumption, rather than production. Structured as an ETN, RJN avoids K-1 distributions, but carries the counterparty risk of its issuer.

PERFORMANCE [as of 11/26/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
RJN -15.75% 6.95% 55.83% 60.25% -3.31% 1.22% -9.10%
RJN (NAV) -15.95% 6.75% 55.21% 60.13% -3.55% 0.73% -9.22%
S&P GSCI Energy Index -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

RJN Summary Data

ELEMENTS
10/17/07
Exchange-Traded Note
0.75%
$4.21M
$41.43K
0.48%
DBE, JJE

RJN Portfolio Data

Futures
Front Month
Monthly
--

RJN Index Data

Proprietary
Committee
S&P GSCI Energy Index

RJN Portfolio Management

0.75%
--
--
--

RJN Tax Exposures

20.00% / 39.60%
--
No

RJN Fund Structure

Exchange-Traded Note
No
N/A
Swedish Export Credit Corp - SEK
Low
High
None

RJN Factset Analytics Block Liquidity

As of 11/30/21
5
4
3
2
1

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

RJN Tradability

14,548
$41.43K
10,189
$28.81K
0.48%
$0.01
0.00%
5.73% / -4.92%
None
100.00%
500,000
0.02
0.00%
--
14
$2.54
5

RJN Sector Breakdown


RJN
Segment Benchmark
100.00%
100.00%

RJN Tenor Strategy

RJN 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.

RJN Rolling Strategy

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

RJN Performance Statistics

--
--
1.01
1.04
0.00%