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PCRAX: COMMODITYREALRETURN STRATEGY FUND A (MUTUAL FUND)
Basic Info 12.77 0.12(0.95%) April 19
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (67%) |
Start Date: | 12/27/2002 |
Last Dividend Date: | 03/14/2024 |
12-Mo. Yield | 5.32% |
Expenses | 1.96% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/12/2003 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.2 | 11.1 | 5.2 | 9.8 | 8.9 | -0.7 | 2.3 | 0.9 | 2.0 | -7.9 | 8.5 | 35.1 | 0.4 | 12.4 | -14.2 | 2.2 | 14.3 | -26.1 | -18.5 | -15.0 | 4.8 | -8.2 | 24.0 | 39.5 | -43.3 | 23.2 | -3.5 | 19.9 | 15.8 | 28.7 | -1.4 |
Sharpe Ratio | NA | 3.16 | 0.06 | 0.1 | 0.1 | -0.03 | NA | NA | 0.04 | -0.08 | 0.27 | 1.06 | 0.01 | 0.93 | -1.27 | 0.16 | 0.9 | -1.56 | -1.79 | -1.29 | 0.34 | -0.43 | 1.37 | 1.59 | -1.29 | 1.24 | -0.35 | 0.98 | 0.79 | 1.74 | -3.9 |
Draw Down(%) | NA | 3.5 | 10.4 | 75.4 | 75.4 | 75.4 | NA | NA | 81.5 | 69.2 | 24.0 | 22.6 | 34.9 | 7.8 | 17.9 | 11.8 | 8.7 | 29.4 | 26.8 | 18.6 | 13.8 | 21.1 | 13.7 | 17.9 | 63.2 | 7.3 | 15.0 | 10.2 | 10.6 | 14.3 | 1.6 |
Standard Deviation(%) | NA | 13.4 | 13.6 | 93.6 | 73.3 | 52.7 | NA | NA | 38.9 | 157.3 | 27.1 | 33.0 | 20.0 | 11.8 | 12.3 | 9.8 | 15.7 | 16.8 | 10.3 | 11.7 | 14.1 | 19.0 | 17.4 | 24.8 | 34.2 | 16.4 | 19.3 | 18.2 | 18.9 | 16.1 | 21.4 |
Treynor Ratio | NA | 0.81 | 0.01 | 0.09 | 0.08 | -0.02 | NA | NA | 0.02 | -0.06 | 0.09 | 0.58 | 0.0 | 0.14 | -0.22 | 0.02 | 0.17 | -0.3 | -0.3 | -0.17 | 0.06 | -0.1 | 0.3 | 0.5 | -0.55 | 0.28 | -0.08 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | 0.09 | 0.01 | 0.17 | 0.11 | 0.05 | NA | NA | 0.03 | 0.57 | -0.02 | 0.05 | 0.03 | 0.01 | -0.03 | 0.0 | 0.0 | -0.01 | 0.0 | -0.04 | 0.01 | -0.03 | 0.05 | 0.09 | -0.1 | 0.0 | -0.02 | NA | NA | NA | NA |
Beta | NA | 0.53 | 0.75 | 1.02 | 0.93 | 0.87 | NA | NA | 0.83 | 2.18 | 0.82 | 0.6 | 0.78 | 0.78 | 0.7 | 0.66 | 0.81 | 0.87 | 0.62 | 0.87 | 0.79 | 0.81 | 0.79 | 0.79 | 0.8 | 0.72 | 0.82 | NA | NA | NA | NA |
RSquared | NA | 0.18 | 0.61 | 0.03 | 0.04 | 0.05 | NA | NA | 0.09 | 0.03 | 0.64 | 0.13 | 0.73 | 0.79 | 0.69 | 0.69 | 0.85 | 0.86 | 0.47 | 0.62 | 0.7 | 0.79 | 0.79 | 0.76 | 0.68 | 0.62 | 0.62 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 6.1 | 5.7 | 24.1 | 16.8 | 10.5 | 10.7 | 6.0 | N/A | 4.4 | 36.6 | 26.6 | 1.2 | 4.4 | 4.7 | 7.6 | 0.5 | 7.1 | 0.2 | 2.0 | 2.9 | 23.4 | 9.9 | 8.7 | 17.3 | 6.7 | 2.6 | 20.1 | 7.1 | 10.8 | 6.2 |
Dividend Growth(%) | N/A | 270.0 | -62.2 | 661.3 | 314.0 | -46.8 | N/A | N/A | N/A | -91.1 | 45.5 | 2100.0 | -70.8 | -22.6 | -41.5 | 1666.7 | -90.3 | 3000.0 | -92.3 | -31.6 | -91.1 | 157.8 | 48.2 | -80.7 | 222.2 | 130.8 | -86.6 | 201.0 | -23.0 | 63.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/12/2003
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