Find A Portfolio/Ticker
Comparison Box
MCSIX: MFS COMMODITY STRATEGY FUND I (MUTUAL FUND)
Basic Info 3.66 0.02(0.55%) April 23
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (2%) |
Start Date: | 06/03/2010 |
Last Dividend Date: | 12/19/2023 |
12-Mo. Yield | 0.00% |
Expenses | 0.81% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/03/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 4.9 | 3.3 | 8.4 | 7.0 | -0.9 | 0.3 | -6.1 | 13.4 | 27.5 | -0.0 | 7.8 | -12.8 | 3.6 | 11.5 | -22.9 | -16.6 | -9.9 | 0.8 | -14.6 | 34.6 |
Sharpe Ratio | NA | 1.36 | -0.21 | 0.34 | 0.32 | -0.14 | -0.04 | -0.82 | 0.48 | 1.73 | -0.02 | 0.6 | -1.25 | 0.38 | 0.83 | -1.63 | -1.67 | -0.99 | 0.06 | -0.79 | 3.88 |
Draw Down(%) | NA | 3.4 | 8.4 | 28.5 | 29.3 | 54.7 | 64.0 | 11.8 | 21.6 | 10.5 | 29.3 | 8.4 | 16.2 | 10.6 | 8.2 | 25.3 | 24.6 | 14.8 | 14.4 | 23.2 | 9.0 |
Standard Deviation(%) | NA | 9.1 | 11.6 | 18.2 | 17.0 | 14.6 | 14.6 | 12.8 | 24.9 | 15.9 | 17.3 | 10.6 | 11.3 | 7.9 | 13.6 | 14.1 | 10.0 | 10.0 | 13.8 | 18.6 | 17.1 |
Treynor Ratio | NA | 0.18 | -0.03 | 0.08 | 0.08 | -0.03 | -0.01 | -0.15 | 0.15 | 0.41 | 0.0 | 0.09 | -0.22 | 0.06 | 0.16 | -0.32 | -0.22 | -0.13 | 0.01 | -0.19 | 0.84 |
Alpha | NA | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | 0.01 | 0.02 | 0.0 | -0.02 | 0.0 | 0.0 | -0.01 | 0.03 | -0.02 | -0.01 | -0.05 | 0.08 |
Beta | NA | 0.69 | 0.7 | 0.75 | 0.72 | 0.7 | 0.73 | 0.71 | 0.78 | 0.67 | 0.7 | 0.71 | 0.65 | 0.51 | 0.7 | 0.71 | 0.75 | 0.79 | 0.81 | 0.79 | 0.79 |
RSquared | NA | 0.7 | 0.75 | 0.7 | 0.72 | 0.74 | 0.74 | 0.77 | 0.69 | 0.69 | 0.77 | 0.81 | 0.71 | 0.63 | 0.84 | 0.8 | 0.74 | 0.7 | 0.75 | 0.78 | 0.74 |
Yield(%) | N/A | 0.0 | 2.2 | 19.6 | 13.4 | 4.5 | N/A | 2.2 | 24.1 | 45.1 | 0.9 | 2.0 | 3.0 | 3.2 | 0.8 | 0.7 | 0.2 | 0.5 | 0.9 | 14.6 | 0.3 |
Dividend Growth(%) | N/A | -100.0 | -92.3 | 966.7 | 664.6 | N/A | N/A | -92.3 | -56.7 | 4700.0 | -50.0 | -44.4 | -5.3 | 375.0 | -20.0 | 150.0 | -60.0 | -44.4 | -95.4 | 6466.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/03/2010
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) 0.0% (91%)
- PCRIX (COMMODITYREALRETURN STRATEGY FUND INSTITUTIONAL) 0.30% (78%)
- SKIRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) 0.0% (75%)
- SKSRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND CLASS S) 0.17% (74%)
- CRSOX (CREDIT SUISSE COMMODITY RETURN STRATEGY FUND CLASS I) 0.17% (73%)
- ARCIX (AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS I) 0.45% (72%)
- PCLDX (PIMCO COMMODITIESPLUS STRATEGY FUND CLASS D) (71%)
- GCCIX (GOLDMAN SACHS COMMODITY STRATEGY FUND INSTITUTIONAL SHARES) 0.11% (71%)
- GCCTX (GOLDMAN SACHS COMMODITY STRATEGY FUND CLASS IR) 0.11% (69%)
- PCRPX (PIMCO COMMODITYREALRETURN STRATEGY FUND CLASS P) 0.30% (68%)
Best ETFs
- GSG (iShares S&P GSCI Commodity-Indexed Trust) 0.58% (100%)
- DBC (Invesco DB Commodity Index Tracking Fund) 0.43% (94%)
- GSP (iPath S&P GSCI Total Return ETN) (92%)
- DJP (iPath® Bloomberg Commodity Index Total Return(SM) ETN) 0.09% (86%)
- GCC (WisdomTree Continuous Commodity Index Fund) 0.41% (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) 0.79% (49%)
- GSC (Goldman Sachs ETF Trust) (37%)
- BCM (iPath® Pure Beta Broad Commodity ETN) (35%)