Find A Portfolio/Ticker
Comparison Box
DCMSX: DFA Commodity Strategy I (MUTUAL FUND)
Basic Info 4.66 0.02(0.43%) January 14
| Asset Class: | COMMODITIES BROAD BASKET |
| MyPlanIQ Rating: | (4%) |
| Start Date: | 11/10/2010 |
| Last Dividend Date: | 09/27/2024 |
| 12-Mo. Yield | 1.35% |
| Expenses | 0.47% |
| Sign up to get fund ranking change alerts | |
Performance Analytics (As of 01/10/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 11/10/2010 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 3.1 | 4.0 | 8.8 | 2.7 | 21.5 | 8.5 | 3.5 | 4.4 | -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 | 13.41 | 0.24 | -0.09 | 0.57 | 0.28 | 0.11 | -0.26 | -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 | 1.1 | 11.1 | 27.9 | 27.9 | 38.2 | 60.3 | 11.1 | 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 | 20.8 | 11.6 | 16.7 | 33.0 | 24.9 | 22.2 | 11.3 | 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 | 2.55 | 0.05 | -0.02 | 0.27 | 0.1 | 0.03 | -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 | 0.0 | -0.01 | 0.07 | 0.03 | 0.02 | 0.0 | -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 | 1.09 | 0.61 | 0.71 | 0.71 | 0.71 | 0.73 | 0.69 | 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 | 0.89 | 0.63 | 0.72 | 0.11 | 0.16 | 0.2 | 0.73 | 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 | 1.3 | 3.6 | 17.8 | 7.7 | N/A | 1.3 | 2.3 | 7.7 | 79.6 | 0.4 | 1.6 | 1.4 | 3.1 | 1.2 | 0.0 | 1.1 | 0.5 | 0.7 | 0.6 | 0.0 |
| Dividend Growth(%) | N/A | -100.0 | -47.3 | -88.0 | 1069.9 | N/A | N/A | -47.3 | -70.0 | -91.6 | 21636.5 | -76.2 | -1.2 | -54.1 | 184.6 | N/A | -100.0 | 104.4 | -35.7 | 18.6 | 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) (91%)
- PCRIX (COMMODITYREALRETURN STRATEGY FUND INSTITUTIONAL) (78%)
- SKIRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) (75%)
- SKSRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND CLASS S) (74%)
- CRSOX (CREDIT SUISSE COMMODITY RETURN STRATEGY FUND CLASS I) (73%)
- ARCIX (AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS I) (72%)
- PCLDX (PIMCO COMMODITIESPLUS STRATEGY FUND CLASS D) (71%)
- GCCIX (GOLDMAN SACHS COMMODITY STRATEGY FUND INSTITUTIONAL SHARES) (71%)
- GCCTX (GOLDMAN SACHS COMMODITY STRATEGY FUND CLASS IR) (69%)
- PCRPX (PIMCO COMMODITYREALRETURN STRATEGY FUND CLASS P) (68%)
Best ETFs
- GSG (iShares S&P GSCI Commodity-Indexed Trust) (100%)
- DBC (Invesco DB Commodity Index Tracking Fund) (94%)
- GSP (iPath S&P GSCI Total Return ETN) (92%)
- DJP (iPath® Bloomberg Commodity Index Total Return(SM) ETN) (86%)
- GCC (WisdomTree Continuous Commodity Index Fund) (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) (49%)
- GSC (Goldman Sachs ETF Trust) (37%)
- BCM (iPath® Pure Beta Broad Commodity ETN) (35%)
Latest Articles Related to DCMSX
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>
