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EAPCX: PARAMETRIC COMMODITY STRATEGY FUND PARAMETRIC COMMODITY STRATEGY FUND INVESTOR CLASS (MUTUAL FUND)
Basic Info 6.54 0.07(1.08%) April 19
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (26%) |
Start Date: | 01/06/2012 |
Last Dividend Date: | 12/21/2023 |
12-Mo. Yield | 15.50% |
Expenses | 0.90% |
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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 01/06/2012 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.7 | 11.6 | 6.3 | 13.1 | 12.3 | 2.7 | 1.9 | -4.7 | 16.7 | 30.3 | 7.7 | 9.2 | -9.6 | 6.7 | 13.8 | -22.4 | -13.5 | -10.6 | 1.0 |
Sharpe Ratio | NA | 4.31 | 0.15 | 0.72 | 0.66 | 0.11 | 0.07 | -0.76 | 0.72 | 2.13 | 0.43 | 0.9 | -1.07 | 0.7 | 1.09 | -1.73 | -1.46 | -1.1 | 0.08 |
Draw Down(%) | NA | 2.2 | 9.1 | 18.0 | 26.0 | 44.9 | 50.1 | 10.1 | 18.0 | 8.1 | 26.0 | 6.8 | 12.7 | 10.4 | 6.6 | 24.7 | 20.4 | 15.1 | 14.8 |
Standard Deviation(%) | NA | 8.2 | 10.8 | 16.0 | 15.3 | 13.3 | 12.9 | 11.9 | 21.4 | 14.2 | 17.2 | 8.6 | 10.2 | 8.7 | 12.4 | 13.0 | 9.3 | 9.7 | 12.4 |
Treynor Ratio | NA | 0.57 | 0.02 | 0.19 | 0.16 | 0.02 | 0.02 | -0.15 | 0.25 | 0.52 | 0.11 | 0.14 | -0.2 | 0.11 | 0.22 | -0.37 | -0.21 | -0.14 | 0.01 |
Alpha | NA | 0.06 | 0.01 | 0.01 | 0.02 | 0.01 | 0.01 | -0.01 | 0.02 | 0.02 | 0.05 | 0.01 | -0.02 | 0.01 | 0.01 | -0.02 | 0.03 | -0.02 | 0.0 |
Beta | NA | 0.62 | 0.63 | 0.62 | 0.62 | 0.61 | 0.62 | 0.62 | 0.62 | 0.58 | 0.7 | 0.55 | 0.56 | 0.53 | 0.61 | 0.6 | 0.64 | 0.75 | 0.72 |
RSquared | NA | 0.68 | 0.7 | 0.62 | 0.66 | 0.67 | 0.67 | 0.68 | 0.59 | 0.65 | 0.77 | 0.73 | 0.62 | 0.57 | 0.77 | 0.69 | 0.62 | 0.66 | 0.73 |
Yield(%) | N/A | 0.0 | 3.1 | 10.8 | 8.5 | 3.7 | N/A | 3.2 | 15.0 | 15.5 | 3.2 | 1.2 | 0.4 | 5.1 | 7.1 | 0.0 | 1.3 | 0.0 | 3.7 |
Dividend Growth(%) | N/A | -100.0 | -78.7 | 700.0 | 201.4 | N/A | N/A | -78.7 | 9.3 | 405.9 | 183.3 | 200.0 | -92.6 | -22.9 | N/A | -100.0 | N/A | -100.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/06/2012
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