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CCRSX: COMMODITY RETURN STRATEGY PORTFOLIO CLASS 1 (MUTUAL FUND)
Basic Info 18.23 0.06(0.33%) April 25
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (61%) |
Start Date: | 03/02/2006 |
Last Dividend Date: | 03/28/2024 |
12-Mo. Yield | 26.68% |
Expenses | 1.05% |
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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 | Since 03/02/2006 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.0 | 6.3 | 3.0 | 8.3 | 7.2 | -1.4 | 0.4 | -1.1 | -8.9 | 15.7 | 28.0 | -1.5 | 6.7 | -11.6 | 1.5 | 12.0 | -25.1 | -17.0 | -10.3 | -2.1 | -12.7 | 16.7 | 19.5 | -33.7 | 17.3 | 4.0 |
Sharpe Ratio | NA | 2.12 | -0.28 | 0.38 | 0.34 | -0.17 | NA | -0.13 | -1.06 | 0.62 | 1.75 | -0.11 | 0.44 | -1.14 | 0.1 | 0.82 | -1.65 | -1.73 | -1.05 | -0.16 | -0.7 | 0.97 | 0.79 | -1.2 | 0.95 | 0.09 |
Draw Down(%) | NA | 3.4 | 9.4 | 25.5 | 25.7 | 54.3 | NA | 73.1 | 11.7 | 18.7 | 8.8 | 25.7 | 8.3 | 15.5 | 10.9 | 8.3 | 27.0 | 24.0 | 15.0 | 15.1 | 22.4 | 15.8 | 16.6 | 54.6 | 7.3 | 15.6 |
Standard Deviation(%) | NA | 8.8 | 11.4 | 17.4 | 16.5 | 14.5 | NA | 16.5 | 12.4 | 23.3 | 16.0 | 16.1 | 12.1 | 11.4 | 9.3 | 14.4 | 15.2 | 9.9 | 9.8 | 13.6 | 18.1 | 17.1 | 24.4 | 28.8 | 15.1 | 17.4 |
Treynor Ratio | NA | 0.28 | -0.05 | 0.09 | 0.08 | -0.04 | NA | -0.03 | -0.19 | 0.19 | 0.45 | -0.03 | 0.07 | -0.2 | 0.01 | 0.16 | -0.31 | -0.23 | -0.13 | -0.03 | -0.16 | 0.21 | 0.24 | -0.48 | 0.21 | 0.02 |
Alpha | NA | 0.02 | -0.01 | 0.0 | 0.0 | -0.01 | NA | -0.01 | -0.02 | 0.01 | 0.01 | 0.01 | -0.01 | -0.02 | -0.01 | -0.01 | -0.01 | 0.02 | -0.02 | -0.02 | -0.05 | 0.03 | 0.02 | -0.05 | -0.01 | -0.01 |
Beta | NA | 0.68 | 0.7 | 0.71 | 0.69 | 0.7 | NA | 0.74 | 0.7 | 0.74 | 0.62 | 0.66 | 0.73 | 0.63 | 0.64 | 0.75 | 0.8 | 0.74 | 0.78 | 0.81 | 0.79 | 0.8 | 0.8 | 0.73 | 0.68 | 0.76 |
RSquared | NA | 0.71 | 0.78 | 0.68 | 0.7 | 0.74 | NA | 0.76 | 0.8 | 0.71 | 0.58 | 0.79 | 0.65 | 0.65 | 0.74 | 0.88 | 0.88 | 0.74 | 0.71 | 0.79 | 0.83 | 0.82 | 0.8 | 0.78 | 0.64 | 0.68 |
Yield(%) | N/A | 3.0 | 2.9 | 95.2 | 61.2 | 17.2 | 13.4 | N/A | 19.7 | 18.7 | 34.9 | 5.2 | 0.9 | 2.7 | 9.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 2.4 | 6.6 | 11.4 | 7.0 | 5.5 | 1.8 |
Dividend Growth(%) | N/A | -88.7 | -88.7 | 4320.0 | 2107.8 | N/A | N/A | N/A | 1.5 | 289.1 | 526.3 | 533.3 | -72.7 | -71.8 | N/A | N/A | N/A | N/A | N/A | -100.0 | -61.5 | -37.3 | 0.0 | 50.9 | 205.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/02/2006
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