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COMIX: CM COMMODITY INDEX FUND CLASS I (MUTUAL FUND)
Basic Info 72.85 0.65(0.90%) April 19
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (13%) |
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 04/18/2024)
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(%) | 0.3 | 8.1 | 5.0 | 12.5 | 10.3 | 1.2 | 0.2 | 1.0 | 16.4 | 33.5 | 1.5 | 8.6 | -11.1 | 7.2 | 14.9 | -24.8 | -20.0 | -7.0 | 1.3 | -7.7 |
Sharpe Ratio | NA | 3.16 | 0.0 | 0.05 | 0.05 | 0.0 | -0.01 | -0.01 | 0.75 | 2.29 | 0.07 | 0.64 | -1.09 | 0.69 | 0.94 | -1.56 | -2.21 | -0.73 | 0.1 | -0.42 |
Draw Down(%) | NA | 2.4 | 93.3 | 93.8 | 93.8 | 93.8 | 93.9 | 93.3 | 18.1 | 7.1 | 29.5 | 10.0 | 16.6 | 12.5 | 9.7 | 26.5 | 24.5 | 12.2 | 15.3 | 19.8 |
Standard Deviation(%) | NA | 8.5 | 382.8 | 221.2 | 171.7 | 121.7 | 105.9 | 384.3 | 20.3 | 14.6 | 19.1 | 11.1 | 11.4 | 9.6 | 15.6 | 15.9 | 9.1 | 9.6 | 13.2 | 18.4 |
Treynor Ratio | NA | 0.38 | 0.0 | 0.14 | 0.11 | 0.0 | -0.01 | -0.02 | 0.25 | 0.54 | 0.02 | 0.09 | -0.18 | 0.1 | 0.18 | -0.29 | -0.34 | -0.08 | 0.02 | -0.1 |
Alpha | NA | 0.03 | 5.15 | 1.72 | 1.04 | 0.52 | 0.39 | 5.2 | 0.02 | 0.03 | 0.03 | 0.0 | -0.01 | 0.01 | 0.0 | -0.01 | -0.01 | 0.0 | 0.0 | -0.02 |
Beta | NA | 0.7 | 2.06 | 0.81 | 0.8 | 0.8 | 0.8 | 1.63 | 0.61 | 0.62 | 0.82 | 0.77 | 0.7 | 0.68 | 0.82 | 0.85 | 0.59 | 0.85 | 0.74 | 0.8 |
RSquared | NA | 0.82 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.64 | 0.71 | 0.87 | 0.88 | 0.8 | 0.77 | 0.88 | 0.9 | 0.55 | 0.88 | 0.69 | 0.81 |
Yield(%) | N/A | 0.0 | 53.1 | 29.9 | 20.5 | 7.1 | N/A | 54.1 | 23.4 | 24.0 | 0.0 | 1.4 | 0.8 | 4.4 | 10.3 | 0.0 | 0.0 | 0.2 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 109.0 | 4820.0 | 591.7 | N/A | N/A | 109.0 | 6.1 | N/A | -100.0 | 50.0 | -81.0 | -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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