Find A Portfolio/Ticker
Comparison Box
PCRAX: COMMODITYREALRETURN STRATEGY FUND A (MUTUAL FUND)
Basic Info 13.38 0.05(0.37%) March 21
| Asset Class: | COMMODITIES BROAD BASKET |
| MyPlanIQ Rating: | (67%) |
| Start Date: | 12/27/2002 |
| Last Dividend Date: | 09/12/2024 |
| 12-Mo. Yield | 2.41% |
| Expenses | 1.96% |
| Sign up to get fund ranking change alerts | |
Performance Analytics (As of 03/21/2025)
| 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(%) | 0.8 | 8.1 | 9.8 | 1.4 | 20.7 | 16.4 | 9.2 | 6.7 | 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 | 3.59 | 0.28 | -0.03 | 0.25 | 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 | 3.7 | 10.5 | 72.8 | 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 | 11.1 | 12.2 | 92.0 | 72.1 | 62.4 | NA | NA | 44.2 | 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 | 0.52 | 0.05 | -0.03 | 0.19 | 0.17 | 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 | 0.09 | 0.03 | 0.2 | 0.12 | 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 | 0.76 | 0.74 | 1.15 | 0.95 | 0.85 | 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 | 0.7 | 0.73 | 0.03 | 0.04 | 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 | 0.0 | 1.7 | 12.4 | 23.0 | 36.2 | 16.0 | 8.0 | N/A | 7.8 | 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 | -100.0 | -70.6 | 31.0 | 849.6 | 40.8 | N/A | N/A | N/A | -48.0 | -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
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) 0.37% (91%)
- PCRIX (COMMODITYREALRETURN STRATEGY FUND INSTITUTIONAL) 0.0% (78%)
- SKIRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) 0.33% (75%)
- SKSRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND CLASS S) 0.33% (74%)
- CRSOX (CREDIT SUISSE COMMODITY RETURN STRATEGY FUND CLASS I) 0.41% (73%)
- ARCIX (AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS I) 0.63% (72%)
- PCLDX (PIMCO COMMODITIESPLUS STRATEGY FUND CLASS D) (71%)
- GCCIX (GOLDMAN SACHS COMMODITY STRATEGY FUND INSTITUTIONAL SHARES) 0.44% (71%)
- GCCTX (GOLDMAN SACHS COMMODITY STRATEGY FUND CLASS IR) 0.44% (69%)
- PCRPX (PIMCO COMMODITYREALRETURN STRATEGY FUND CLASS P) 0.0% (68%)
Best ETFs
- GSG (iShares S&P GSCI Commodity Indexed Trust) 0.45% (100%)
- DBC (Invesco DB Commodity Index Tracking Fund) 0.58% (94%)
- GSP (iPath S&P GSCI Total Return ETN) (92%)
- DJP (iPath Bloomberg Commodity Index Total Return ETN) 0.66% (86%)
- GCC (WisdomTree Enhanced Commodity Strategy Fund) 1.02% (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) 0.66% (49%)
- GSC (Goldman Sachs Small Cap Core Equity ETF) (37%)
- BCM (iPath® Pure Beta Broad Commodity ETN) (35%)
Latest Articles Related to PCRAX
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>
