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DCMSX: DFA Commodity Strategy I (MUTUAL FUND)
Basic Info 4.43 0.01(0.23%) March 27
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (4%) |
Start Date: | 11/10/2010 |
Last Dividend Date: | 12/13/2023 |
12-Mo. Yield | 2.52% |
Expenses | 0.47% |
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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 11/10/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.7 | 1.8 | -1.0 | 33.5 | 19.9 | 5.3 | 3.2 | -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 | 0.65 | -0.28 | 0.75 | 0.56 | 0.17 | 0.11 | -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 | 9.8 | 27.9 | 27.9 | 52.1 | 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 | 9.0 | 11.6 | 40.9 | 32.8 | 24.8 | 22.7 | 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 | 0.08 | -0.05 | 0.4 | 0.26 | 0.06 | 0.03 | -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 | -0.01 | -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 | 0.7 | 0.72 | 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 | 0.75 | 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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/10/2010
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See COMMODITIES BROAD BASKET Asset Class Trend Rankings |
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