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PCRDX: PIMCO Commodity Real Ret Strat D (MUTUAL FUND)
Basic Info 12.28 0.03(0.24%) March 27
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (66%) |
Start Date: | 06/28/2002 |
Last Dividend Date: | 03/14/2024 |
12-Mo. Yield | 5.32% |
Expenses | 1.19% |
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Performance Analytics (As of 03/27/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/28/2002 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.7 | 6.8 | 5.3 | 9.5 | 7.6 | -1.1 | 2.0 | 0.5 | 3.2 | -7.9 | 8.5 | 32.6 | 0.4 | 11.8 | -14.4 | 2.2 | 14.3 | -26.1 | -18.5 | -15.1 | 4.8 | -8.2 | 23.5 | 39.4 | -43.2 | 23.1 | -3.5 | 19.9 | 15.8 | 28.7 | 23.1 |
Sharpe Ratio | NA | 2.14 | 1.93 | 0.07 | 0.08 | -0.04 | NA | NA | 0.06 | -0.08 | 0.27 | 0.99 | 0.01 | 0.89 | -1.27 | 0.16 | 0.89 | -1.58 | -1.81 | -1.3 | 0.34 | -0.43 | 1.34 | 1.59 | -1.28 | 1.23 | -0.35 | 0.98 | 0.78 | 1.74 | 3.46 |
Draw Down(%) | NA | 3.5 | 10.4 | 75.4 | 75.4 | 75.4 | NA | NA | 82.0 | 69.2 | 24.0 | 22.6 | 34.9 | 8.1 | 17.9 | 11.8 | 8.7 | 29.4 | 26.8 | 18.6 | 13.7 | 21.2 | 14.1 | 18.0 | 63.2 | 7.4 | 15.0 | 10.2 | 10.7 | 14.3 | 2.9 |
Standard Deviation(%) | NA | 14.1 | 111.2 | 93.7 | 73.3 | 52.7 | NA | NA | 38.5 | 157.3 | 27.1 | 32.8 | 19.9 | 11.7 | 12.3 | 9.8 | 15.8 | 16.6 | 10.2 | 11.6 | 14.1 | 19.1 | 17.5 | 24.6 | 34.3 | 16.4 | 19.3 | 18.2 | 19.0 | 16.1 | 14.3 |
Treynor Ratio | NA | 0.61 | 0.85 | 0.07 | 0.07 | -0.02 | NA | NA | 0.03 | -0.06 | 0.09 | 0.55 | 0.0 | 0.14 | -0.22 | 0.02 | 0.17 | -0.3 | -0.3 | -0.17 | 0.06 | -0.1 | 0.29 | 0.5 | -0.55 | 0.28 | -0.08 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | 0.09 | 0.8 | 0.17 | 0.11 | 0.05 | NA | NA | 0.04 | 0.57 | -0.02 | 0.05 | 0.02 | 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 | 0.49 | 2.53 | 1.02 | 0.88 | 0.84 | NA | NA | 0.82 | 2.18 | 0.82 | 0.59 | 0.63 | 0.73 | 0.7 | 0.66 | 0.82 | 0.86 | 0.61 | 0.87 | 0.8 | 0.81 | 0.79 | 0.79 | 0.8 | 0.72 | 0.82 | NA | NA | NA | NA |
RSquared | NA | 0.15 | 0.03 | 0.03 | 0.03 | 0.05 | NA | NA | 0.09 | 0.03 | 0.64 | 0.12 | 0.48 | 0.71 | 0.68 | 0.69 | 0.85 | 0.86 | 0.48 | 0.63 | 0.71 | 0.79 | 0.78 | 0.76 | 0.67 | 0.61 | 0.62 | 0.0 | 0.0 | 0.0 | 0.0 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/28/2002
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