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CMCYX: CM COMMODITY INDEX FUND CLASS Y (MUTUAL FUND)
Basic Info 71.81 0.51(0.72%) May 03
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (14%) |
Start Date: | 01/05/2011 |
Last Dividend Date: | 12/20/2023 |
12-Mo. Yield | 1.74% |
Expenses | 0.65% |
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Performance Analytics (As of 05/03/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 01/05/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.5 | 7.0 | 1547.1 | 172.8 | 90.1 | 32.6 | 22.7 | 1361.3 | 16.0 | 33.5 | 1.3 | 8.7 | -11.2 | 6.9 | 15.0 | -24.9 | -20.0 | -7.1 | 1.5 | -7.8 |
Sharpe Ratio | NA | 2.15 | 3.29 | 0.63 | 0.42 | 0.21 | 0.17 | 2.95 | 0.73 | 1.06 | 0.06 | 0.67 | -1.09 | 0.66 | 0.94 | -1.56 | -2.23 | -0.74 | 0.11 | -0.43 |
Draw Down(%) | NA | 2.4 | 93.2 | 93.8 | 93.8 | 93.8 | 93.9 | 93.3 | 18.1 | 17.2 | 29.5 | 10.1 | 16.7 | 12.5 | 9.5 | 26.5 | 24.4 | 12.3 | 15.3 | 19.9 |
Standard Deviation(%) | NA | 8.5 | 468.6 | 271.2 | 210.3 | 149.0 | 129.3 | 470.5 | 20.1 | 31.5 | 19.1 | 10.9 | 11.5 | 9.6 | 15.7 | 15.9 | 9.0 | 9.6 | 13.2 | 18.4 |
Treynor Ratio | NA | 0.27 | 3.58 | 1.42 | 0.85 | 0.32 | 0.23 | 3.36 | 0.24 | 0.47 | 0.01 | 0.1 | -0.18 | 0.09 | 0.18 | -0.29 | -0.35 | -0.08 | 0.02 | -0.1 |
Alpha | NA | 0.04 | 10.65 | 3.56 | 2.15 | 1.08 | 0.81 | 10.92 | 0.01 | 0.03 | 0.03 | 0.0 | -0.01 | 0.01 | 0.0 | -0.01 | -0.01 | 0.0 | 0.0 | -0.02 |
Beta | NA | 0.69 | 4.32 | 1.2 | 1.04 | 0.97 | 0.94 | 4.13 | 0.61 | 0.71 | 0.81 | 0.76 | 0.7 | 0.67 | 0.82 | 0.85 | 0.58 | 0.85 | 0.73 | 0.8 |
RSquared | NA | 0.78 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.64 | 0.19 | 0.87 | 0.88 | 0.79 | 0.75 | 0.87 | 0.9 | 0.55 | 0.88 | 0.69 | 0.81 |
Yield(%) | N/A | 0.0 | 55.1 | 28.5 | 20.9 | 7.0 | N/A | 53.2 | 23.5 | 24.0 | 0.0 | 1.1 | 0.6 | 4.4 | 10.3 | 0.0 | 0.0 | 0.2 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 104.1 | 5975.0 | 591.5 | N/A | N/A | 104.1 | 6.1 | N/A | -100.0 | 66.7 | -85.7 | -55.3 | N/A | N/A | -100.0 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/05/2011
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