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PCRAX: COMMODITYREALRETURN STRATEGY FUND A (MUTUAL FUND)
Basic Info
| Asset Class: | COMMODITIES BROAD BASKET |
| MyPlanIQ Rating: | (67%) |
| Start Date: | 12/27/2002 |
| Last Dividend Date: | 03/13/2025 |
| 12-Mo. Yield | 1.75% |
| Expenses | 1.96% |
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Performance Analytics (As of 06/20/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/12/2003 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 1.6 | 8.0 | 6.2 | 1.9 | 17.2 | 16.4 | 9.3 | 6.6 | 7.8 | 9.6 | 2.1 | 8.5 | 32.7 | 201.2 | 12.4 | -14.2 | 2.2 | 14.3 | -26.1 | -18.5 | -15.0 | 4.8 | -8.2 | 24.0 | 39.5 | -43.3 | 23.2 | -3.5 | 19.9 | 15.8 | 28.7 | -1.4 |
| Sharpe Ratio | NA | 0.98 | 0.22 | -0.02 | 0.21 | 0.24 | NA | NA | 0.16 | 0.23 | -0.01 | 0.28 | 1.97 | 1.8 | 0.93 | -1.27 | 0.16 | 0.9 | -1.56 | -1.79 | -1.29 | 0.34 | -0.43 | 1.37 | 1.59 | -1.29 | 1.24 | -0.35 | 0.98 | 0.79 | 1.74 | -3.9 |
| Draw Down(%) | NA | 9.4 | 9.4 | 70.0 | 72.8 | 72.8 | NA | NA | 72.8 | 10.5 | 67.2 | 24.0 | 11.0 | 32.8 | 7.8 | 17.9 | 11.8 | 8.7 | 29.4 | 26.8 | 18.6 | 13.8 | 21.1 | 13.7 | 17.9 | 63.2 | 7.3 | 15.0 | 10.2 | 10.6 | 14.3 | 1.6 |
| Standard Deviation(%) | NA | 15.1 | 13.7 | 91.8 | 72.0 | 62.4 | NA | NA | 44.0 | 12.9 | 157.6 | 25.8 | 16.6 | 110.8 | 11.8 | 12.3 | 9.8 | 15.7 | 16.8 | 10.3 | 11.7 | 14.1 | 19.0 | 17.4 | 24.8 | 34.2 | 16.4 | 19.3 | 18.2 | 18.9 | 16.1 | 21.4 |
| Treynor Ratio | NA | 0.21 | 0.04 | -0.01 | 0.16 | 0.18 | NA | NA | 0.09 | 0.04 | -0.01 | 0.08 | 0.45 | 3.63 | 0.14 | -0.22 | 0.02 | 0.17 | -0.3 | -0.3 | -0.17 | 0.06 | -0.1 | 0.3 | 0.5 | -0.55 | 0.28 | -0.08 | 0.0 | 0.0 | 0.0 | 0.0 |
| Alpha | NA | 0.01 | 0.01 | 0.2 | 0.11 | 0.13 | NA | NA | 0.07 | 0.02 | 0.61 | -0.03 | 0.01 | 0.81 | 0.01 | -0.03 | 0.0 | 0.0 | -0.01 | 0.0 | -0.04 | 0.01 | -0.03 | 0.05 | 0.09 | -0.1 | 0.0 | -0.02 | NA | NA | NA | NA |
| Beta | NA | 0.71 | 0.7 | 1.14 | 0.95 | 0.84 | NA | NA | 0.82 | 0.7 | 2.13 | 0.85 | 0.72 | 0.55 | 0.78 | 0.7 | 0.66 | 0.81 | 0.87 | 0.62 | 0.87 | 0.79 | 0.81 | 0.79 | 0.79 | 0.8 | 0.72 | 0.82 | NA | NA | NA | NA |
| RSquared | NA | 0.66 | 0.7 | 0.03 | 0.03 | 0.03 | NA | NA | 0.05 | 0.56 | 0.02 | 0.76 | 0.74 | 0.0 | 0.79 | 0.69 | 0.69 | 0.85 | 0.86 | 0.47 | 0.62 | 0.7 | 0.79 | 0.79 | 0.76 | 0.68 | 0.62 | 0.62 | 0.0 | 0.0 | 0.0 | 0.0 |
| Yield(%) | N/A | 0.5 | 1.7 | 10.4 | 20.3 | 36.8 | 16.6 | 8.0 | N/A | 8.3 | 13.5 | 36.4 | 24.6 | 3.7 | 4.5 | 4.6 | 7.5 | 0.7 | 7.1 | 0.1 | 2.0 | 3.0 | 23.3 | 9.8 | 8.7 | 17.3 | 6.6 | 2.6 | 20.1 | 7.2 | 10.8 | 6.1 |
| Dividend Growth(%) | N/A | -93.4 | -73.7 | -25.3 | 839.0 | 43.3 | N/A | N/A | N/A | -45.1 | -72.7 | 56.9 | 1907.0 | -12.7 | -20.5 | -41.3 | 1144.5 | -86.6 | 3812.5 | -94.0 | -32.0 | -90.8 | 159.0 | 46.9 | -80.6 | 222.9 | 131.0 | -86.7 | 198.1 | -22.3 | 64.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/12/2003
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