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JCRIX: ALPS/CORECOMMODITY MANAGEMENT COMPLETECOMMODITIESSM STRATEGY FUND CLASS I (MUTUAL FUND)
Basic Info 7.59 0(0.0%) April 18
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (21%) |
Start Date: | 06/30/2010 |
Last Dividend Date: | 12/07/2023 |
12-Mo. Yield | 3.31% |
Expenses | 1.40% |
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Performance Analytics (As of 04/12/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/30/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.3 | 3.5 | -1.4 | 7.5 | 7.7 | 0.3 | 1.9 | -6.2 | 12.5 | 29.7 | 2.5 | 11.3 | -14.3 | 4.8 | 16.0 | -21.6 | -16.7 | -5.7 | -0.5 | -5.2 | 31.7 |
Sharpe Ratio | NA | 1.66 | -0.21 | 0.4 | 0.36 | -0.04 | 0.08 | -0.78 | 0.49 | 1.88 | 0.1 | 0.83 | -1.21 | 0.4 | 0.95 | -1.3 | -1.67 | -0.6 | -0.04 | -0.25 | 4.82 |
Draw Down(%) | NA | 5.2 | 10.7 | 26.5 | 35.8 | 55.7 | 62.2 | 13.7 | 20.6 | 8.7 | 35.8 | 11.4 | 21.5 | 13.6 | 11.1 | 25.3 | 24.5 | 13.6 | 18.9 | 24.1 | 7.2 |
Standard Deviation(%) | NA | 9.3 | 12.3 | 17.4 | 17.9 | 16.0 | 15.7 | 13.5 | 22.8 | 15.8 | 22.7 | 11.9 | 12.9 | 10.4 | 16.6 | 16.6 | 10.0 | 9.5 | 14.0 | 20.8 | 14.9 |
Treynor Ratio | NA | 0.23 | -0.03 | 0.1 | 0.09 | -0.01 | 0.02 | -0.14 | 0.16 | 0.51 | 0.02 | 0.13 | -0.2 | 0.06 | 0.18 | -0.25 | -0.22 | -0.07 | -0.01 | -0.06 | 0.96 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | 0.02 | 0.04 | 0.01 | -0.02 | 0.0 | 0.0 | 0.02 | 0.03 | 0.0 | -0.01 | -0.01 | 0.07 |
Beta | NA | 0.66 | 0.72 | 0.68 | 0.75 | 0.78 | 0.79 | 0.73 | 0.7 | 0.59 | 0.94 | 0.79 | 0.8 | 0.76 | 0.87 | 0.88 | 0.75 | 0.77 | 0.84 | 0.89 | 0.75 |
RSquared | NA | 0.6 | 0.71 | 0.64 | 0.69 | 0.75 | 0.76 | 0.74 | 0.66 | 0.54 | 0.83 | 0.79 | 0.8 | 0.82 | 0.87 | 0.88 | 0.75 | 0.73 | 0.8 | 0.79 | 0.84 |
Yield(%) | N/A | 0.0 | 3.0 | 10.1 | 7.2 | 2.8 | N/A | 3.0 | 7.4 | 23.2 | 0.3 | 1.1 | 2.7 | 2.5 | 0.2 | 0.0 | 0.5 | 0.0 | 1.6 | 8.5 | 5.1 |
Dividend Growth(%) | N/A | -100.0 | -57.9 | 736.7 | 465.2 | N/A | N/A | -57.9 | -66.5 | 8400.0 | -71.4 | -66.7 | 10.5 | 1800.0 | N/A | -100.0 | N/A | -100.0 | -83.2 | 109.8 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/30/2010
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