Find A Portfolio/Ticker
Comparison Box
DCMSX: DFA Commodity Strategy I (MUTUAL FUND)
Basic Info 4.76 0.07(1.49%) May 17
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (96%) |
Start Date: | 11/10/2010 |
Last Dividend Date: | 03/27/2024 |
12-Mo. Yield | 2.54% |
Expenses | 0.47% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 05/17/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 11/10/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.8 | 9.6 | 9.2 | 31.3 | 22.3 | 5.9 | 3.8 | -9.1 | 10.9 | 146.2 | -1.8 | 8.0 | -11.2 | 2.7 | 13.6 | -24.0 | -14.6 | -9.1 | 1.3 | -12.1 | 4.9 |
Sharpe Ratio | NA | 2.53 | 0.47 | 0.71 | 0.63 | 0.19 | 0.13 | -1.08 | 0.41 | 2.22 | -0.13 | 0.64 | -1.1 | 0.23 | 0.92 | -1.6 | -1.4 | -0.91 | 0.09 | -0.67 | 1.92 |
Draw Down(%) | NA | 3.2 | 9.6 | 27.9 | 27.9 | 51.7 | 60.3 | 12.0 | 20.4 | 10.5 | 27.0 | 8.2 | 15.3 | 10.2 | 8.1 | 27.0 | 23.8 | 13.9 | 15.0 | 22.1 | 7.2 |
Standard Deviation(%) | NA | 9.3 | 11.4 | 40.8 | 32.9 | 24.8 | 22.6 | 12.6 | 23.3 | 65.8 | 15.8 | 10.2 | 11.4 | 9.4 | 14.6 | 15.0 | 10.4 | 10.0 | 13.7 | 18.1 | 21.4 |
Treynor Ratio | NA | 0.31 | 0.07 | 0.38 | 0.29 | 0.07 | 0.04 | -0.19 | 0.13 | 1.96 | -0.03 | 0.1 | -0.2 | 0.03 | 0.18 | -0.31 | -0.19 | -0.12 | 0.02 | -0.16 | 0.45 |
Alpha | NA | 0.03 | 0.01 | 0.11 | 0.07 | 0.03 | 0.02 | -0.03 | -0.01 | 0.36 | 0.01 | 0.0 | -0.02 | 0.0 | 0.0 | -0.01 | 0.04 | -0.01 | -0.01 | -0.04 | 0.04 |
Beta | NA | 0.76 | 0.74 | 0.76 | 0.72 | 0.72 | 0.74 | 0.71 | 0.75 | 0.75 | 0.64 | 0.67 | 0.62 | 0.65 | 0.76 | 0.78 | 0.77 | 0.79 | 0.81 | 0.78 | 0.92 |
RSquared | NA | 0.77 | 0.79 | 0.08 | 0.11 | 0.16 | 0.2 | 0.8 | 0.73 | 0.03 | 0.77 | 0.78 | 0.62 | 0.73 | 0.86 | 0.85 | 0.72 | 0.7 | 0.78 | 0.8 | 0.89 |
Yield(%) | N/A | 0.0 | 2.5 | 24.7 | 18.0 | 5.8 | N/A | 2.3 | 7.8 | 79.7 | 0.4 | 1.7 | 1.5 | 3.1 | 1.3 | 0.0 | 1.1 | 0.4 | 0.7 | 0.5 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -69.0 | 2454.1 | 1088.0 | N/A | N/A | -70.3 | -91.5 | 21650.0 | -77.8 | 0.0 | -50.0 | 157.1 | N/A | -100.0 | 125.0 | -42.9 | 40.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/10/2010
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See COMMODITIES BROAD BASKET Asset Class Trend Rankings |
Top Rated Funds in COMMODITIES BROAD BASKET
Best Mutual Funds
- GSCCX (GOLDMAN SACHS COMMODITY STRATEGY FUND CLASS C SHARES) 1.76% (91%)
- PCRIX (COMMODITYREALRETURN STRATEGY FUND INSTITUTIONAL) 1.45% (78%)
- SKIRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) 1.33% (75%)
- SKSRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND CLASS S) 1.33% (74%)
- CRSOX (CREDIT SUISSE COMMODITY RETURN STRATEGY FUND CLASS I) 1.52% (73%)
- ARCIX (AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS I) 1.99% (72%)
- PCLDX (PIMCO COMMODITIESPLUS STRATEGY FUND CLASS D) (71%)
- GCCIX (GOLDMAN SACHS COMMODITY STRATEGY FUND INSTITUTIONAL SHARES) 1.80% (71%)
- GCCTX (GOLDMAN SACHS COMMODITY STRATEGY FUND CLASS IR) 1.80% (69%)
- PCRPX (PIMCO COMMODITYREALRETURN STRATEGY FUND CLASS P) 1.54% (68%)
Best ETFs
- GSG (iShares S&P GSCI Commodity-Indexed Trust) 1.13% (100%)
- DBC (Invesco DB Commodity Index Tracking Fund) 1.02% (94%)
- GSP (iPath S&P GSCI Total Return ETN) (92%)
- DJP (iPath® Bloomberg Commodity Index Total Return(SM) ETN) 2.15% (86%)
- GCC (WisdomTree Continuous Commodity Index Fund) 0.98% (85%)
- RJI (ELEMENTS Linked to the Rogers International Commodity Index - Total Return) (69%)
- UCI (UBS ETRACS CMCI Total Return ETN) (66%)
- USCI (United States Commodity Index Fund LP) 1.82% (49%)
- GSC (Goldman Sachs ETF Trust) (37%)
- BCM (iPath® Pure Beta Broad Commodity ETN) (35%)