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EIPCX: PARAMETRIC COMMODITY STRATEGY FUND PARAMETRIC COMMODITY STRATEGY FUND INSTITUTIONAL CLASS (MUTUAL FUND)
Basic Info 6.43 0(0.0%) November 12
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (25%) |
Start Date: | 06/08/2011 |
Last Dividend Date: | 12/21/2023 |
12-Mo. Yield | 3.51% |
Expenses | 0.90% |
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Performance Analytics (As of 11/08/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/08/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.7 | 8.6 | 7.3 | 6.8 | 11.7 | 3.8 | 0.5 | -4.6 | 17.6 | 30.1 | 7.8 | 9.6 | -9.4 | 7.1 | 14.0 | -22.2 | -14.6 | -10.4 | 2.3 | -15.1 |
Sharpe Ratio | NA | 0.36 | 0.01 | 0.18 | 0.61 | 0.17 | -0.04 | -0.75 | 0.77 | 2.17 | 0.44 | 0.91 | -1.03 | 0.76 | 1.12 | -1.72 | -1.56 | -1.06 | 0.18 | -1.37 |
Draw Down(%) | NA | 10.5 | 10.5 | 18.0 | 26.0 | 37.4 | 54.1 | 10.2 | 18.0 | 8.0 | 26.0 | 6.9 | 12.7 | 10.1 | 6.5 | 24.5 | 21.5 | 14.8 | 14.8 | 18.7 |
Standard Deviation(%) | NA | 11.1 | 11.3 | 15.5 | 15.4 | 13.4 | 13.1 | 11.8 | 21.1 | 13.9 | 17.1 | 9.0 | 10.4 | 8.6 | 12.3 | 12.9 | 9.4 | 9.8 | 12.6 | 18.3 |
Treynor Ratio | NA | 0.07 | 0.0 | 0.05 | 0.15 | 0.04 | -0.01 | -0.15 | 0.26 | 0.56 | 0.11 | 0.14 | -0.19 | 0.12 | 0.23 | -0.37 | -0.22 | -0.14 | 0.03 | -0.31 |
Alpha | NA | 0.03 | 0.03 | 0.01 | 0.02 | 0.01 | 0.0 | -0.01 | 0.02 | 0.03 | 0.05 | 0.01 | -0.01 | 0.02 | 0.01 | -0.02 | 0.02 | -0.02 | 0.0 | -0.04 |
Beta | NA | 0.62 | 0.61 | 0.61 | 0.62 | 0.61 | 0.63 | 0.61 | 0.62 | 0.54 | 0.69 | 0.57 | 0.57 | 0.52 | 0.6 | 0.6 | 0.66 | 0.76 | 0.73 | 0.8 |
RSquared | NA | 0.6 | 0.61 | 0.62 | 0.65 | 0.66 | 0.67 | 0.67 | 0.61 | 0.58 | 0.77 | 0.72 | 0.63 | 0.56 | 0.75 | 0.69 | 0.65 | 0.67 | 0.74 | 0.79 |
Yield(%) | N/A | 0.0 | 3.5 | 9.4 | 8.8 | 4.1 | N/A | 3.4 | 15.2 | 15.6 | 3.2 | 1.7 | 0.8 | 5.3 | 7.1 | 0.0 | 0.0 | 0.0 | 3.7 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -77.3 | 591.5 | 239.3 | N/A | N/A | -77.3 | 10.2 | 407.5 | 109.8 | 91.1 | -84.8 | -20.6 | N/A | N/A | N/A | -100.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/08/2011
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