Pennisetum setaceum 'Rubrum' (commonly known as Red or Purple Fountain Grass) is native to Africa, southeast Asia and the Middle East. In the U.S. it is hardy in Zones 9-11. In all other zones it is considered an annual. The genus name comes from the Latin penna meaning feather and seta meaning bristle referring to the flowers looking like feathery bristles, and rubrum means red.
I have done next to nothing as far as taking care of this grass. I just made sure it was watered well until it was established. Other than that, I pretty much just admire it. At only $4.99 per plant, it was totally worth it. I don't buy too many annuals, but this burgundy fountain grass is always a must-have.