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PCPRX: PIMCO CommoditiesPLUS Strategy R (MUTUAL FUND)
Basic Info
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (19%) |
Start Date: | 06/02/2010 |
Last Dividend Date: | 12/29/2015 |
12-Mo. Yield | 0.12% |
Expenses | 1.49% |
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Performance Analytics (As of 03/12/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 06/02/2010 |
2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.0 | -7.9 | -8.9 | -13.4 | -29.8 | -28.5 | -2.4 | 4.3 | -18.8 | 29.3 |
Sharpe Ratio | NA | -1.49 | -1.52 | -1.03 | -0.71 | -3.69 | -1.29 | -2.42 | -0.22 | 0.28 | -0.8 | 3.23 |
Draw Down(%) | NA | 42.8 | 60.8 | 70.3 | 70.3 | 15.1 | 34.0 | 34.3 | 11.7 | 19.5 | 31.6 | 7.5 |
Standard Deviation(%) | NA | 23.5 | 16.8 | 18.3 | 18.0 | 25.5 | 23.1 | 11.8 | 10.8 | 15.4 | 23.6 | 17.0 |
Treynor Ratio | NA | -0.28 | -0.24 | -0.18 | -0.13 | -0.64 | -0.24 | -0.39 | -0.03 | 0.04 | -0.2 | 0.65 |
Alpha | NA | -0.01 | -0.01 | -0.03 | -0.02 | 0.08 | 0.02 | -0.04 | 0.02 | 0.0 | -0.07 | 0.04 |
Beta | NA | 1.25 | 1.08 | 1.02 | 1.0 | 1.47 | 1.24 | 0.74 | 0.95 | 0.98 | 0.96 | 0.85 |
RSquared | NA | 0.9 | 0.8 | 0.78 | 0.79 | 0.86 | 0.91 | 0.52 | 0.87 | 0.9 | 0.72 | 0.86 |
Yield(%) | N/A | 1.3 | 1.5 | 4.1 | N/A | 0.0 | 1.2 | 3.7 | 0.1 | 0.1 | 16.7 | 0.4 |
Dividend Growth(%) | N/A | -76.9 | N/A | N/A | N/A | -100.0 | -76.9 | 3800.0 | 0.0 | -99.5 | 5250.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/02/2010
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