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CMCAX: CM COMMODITY INDEX FUND CLASS A (MUTUAL FUND)
Basic Info 67.96 0.69(1.03%) March 28
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (15%) |
Start Date: | 01/05/2011 |
Last Dividend Date: | 12/20/2023 |
12-Mo. Yield | 1.78% |
Expenses | 0.65% |
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Performance Analytics (As of 03/22/2024)
Not up-to-date? TryLast 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(%) | 0.4 | 4.8 | 1463.7 | 177.1 | 88.3 | 32.3 | 22.4 | 1359.9 | 15.4 | 33.3 | 1.1 | 8.4 | -11.4 | 6.8 | 14.8 | -25.3 | -20.1 | -7.4 | 1.1 | -8.0 |
Sharpe Ratio | NA | 1.66 | 3.17 | 0.64 | 0.41 | 0.21 | 0.17 | 2.95 | 0.7 | 1.04 | 0.05 | 0.63 | -1.12 | 0.66 | 0.93 | -1.58 | -2.23 | -0.78 | 0.08 | -0.44 |
Draw Down(%) | NA | 2.4 | 93.2 | 93.8 | 93.8 | 93.8 | 94.1 | 93.2 | 18.0 | 17.5 | 29.7 | 10.3 | 16.7 | 12.5 | 9.5 | 26.7 | 24.5 | 12.3 | 15.4 | 19.9 |
Standard Deviation(%) | NA | 8.5 | 468.2 | 271.0 | 210.2 | 148.9 | 129.8 | 470.2 | 20.1 | 31.9 | 18.9 | 11.0 | 11.3 | 9.3 | 15.6 | 16.0 | 9.0 | 9.5 | 13.2 | 18.4 |
Treynor Ratio | NA | 0.2 | 3.48 | 1.48 | 0.83 | 0.32 | 0.23 | 3.37 | 0.23 | 0.46 | 0.01 | 0.09 | -0.18 | 0.09 | 0.18 | -0.3 | -0.35 | -0.09 | 0.01 | -0.1 |
Alpha | NA | 0.02 | 10.68 | 3.55 | 2.14 | 1.07 | 0.81 | 10.9 | 0.01 | 0.03 | 0.03 | 0.0 | -0.02 | 0.01 | 0.0 | -0.01 | -0.01 | 0.0 | -0.01 | -0.02 |
Beta | NA | 0.69 | 4.26 | 1.17 | 1.04 | 0.97 | 0.94 | 4.12 | 0.61 | 0.72 | 0.8 | 0.76 | 0.69 | 0.66 | 0.82 | 0.85 | 0.58 | 0.84 | 0.74 | 0.8 |
RSquared | NA | 0.82 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.65 | 0.19 | 0.86 | 0.87 | 0.79 | 0.76 | 0.87 | 0.9 | 0.55 | 0.88 | 0.69 | 0.81 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/05/2011
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