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PCRCX: COMMODITYREALRETURN STRATEGY FUND C (MUTUAL FUND)
Basic Info 11.21 0.04(0.36%) April 24
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (64%) |
Start Date: | 06/28/2002 |
Last Dividend Date: | 03/14/2024 |
12-Mo. Yield | 5.88% |
Expenses | 1.96% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/28/2002 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.4 | 11.4 | 5.8 | 8.7 | 8.0 | -1.5 | 1.6 | 0.5 | 2.9 | -8.6 | 7.5 | 34.6 | -0.4 | 11.0 | -15.0 | 1.6 | 14.1 | -27.2 | -19.1 | -15.7 | 4.1 | -8.9 | 22.6 | 38.3 | -43.7 | 22.3 | -4.3 | 19.0 | 17.2 | 28.3 | 22.5 |
Sharpe Ratio | NA | 2.85 | 0.1 | 0.08 | 0.09 | -0.05 | NA | NA | 0.05 | -0.08 | 0.23 | 2.01 | -0.03 | 0.81 | -1.34 | 0.1 | 0.87 | -1.64 | -1.84 | -1.36 | 0.29 | -0.47 | 1.29 | 1.55 | -1.3 | 1.18 | -0.39 | 0.93 | 0.86 | 1.72 | 3.36 |
Draw Down(%) | NA | 3.6 | 9.9 | 75.5 | 75.5 | 75.5 | NA | NA | 83.5 | 69.2 | 24.1 | 11.1 | 35.0 | 8.4 | 18.4 | 11.9 | 8.8 | 29.7 | 27.0 | 19.0 | 14.0 | 21.5 | 14.2 | 18.1 | 63.3 | 7.6 | 15.2 | 10.3 | 10.8 | 14.3 | 2.9 |
Standard Deviation(%) | NA | 14.2 | 13.9 | 92.0 | 72.1 | 51.8 | NA | NA | 37.9 | 157.1 | 26.8 | 17.2 | 19.8 | 11.8 | 12.2 | 9.9 | 15.9 | 16.6 | 10.4 | 11.6 | 14.2 | 19.0 | 17.4 | 24.7 | 34.3 | 16.4 | 19.3 | 18.2 | 18.9 | 16.1 | 14.3 |
Treynor Ratio | NA | 0.8 | 0.02 | 0.07 | 0.07 | -0.03 | NA | NA | 0.02 | -0.06 | 0.08 | 0.48 | -0.01 | 0.12 | -0.23 | 0.01 | 0.17 | -0.32 | -0.31 | -0.18 | 0.05 | -0.11 | 0.28 | 0.48 | -0.56 | 0.27 | -0.09 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | 0.1 | 0.01 | 0.16 | 0.11 | 0.05 | NA | NA | 0.03 | 0.57 | -0.03 | 0.02 | 0.02 | 0.01 | -0.03 | -0.01 | 0.0 | -0.02 | 0.0 | -0.04 | 0.01 | -0.03 | 0.05 | 0.08 | -0.1 | 0.0 | -0.03 | NA | NA | NA | NA |
Beta | NA | 0.51 | 0.74 | 1.05 | 0.91 | 0.86 | NA | NA | 0.83 | 2.19 | 0.8 | 0.72 | 0.64 | 0.77 | 0.7 | 0.69 | 0.83 | 0.86 | 0.62 | 0.87 | 0.81 | 0.81 | 0.79 | 0.79 | 0.8 | 0.73 | 0.81 | NA | NA | NA | NA |
RSquared | NA | 0.15 | 0.58 | 0.03 | 0.03 | 0.05 | NA | NA | 0.09 | 0.03 | 0.62 | 0.69 | 0.49 | 0.77 | 0.69 | 0.75 | 0.87 | 0.86 | 0.48 | 0.64 | 0.72 | 0.79 | 0.79 | 0.76 | 0.68 | 0.62 | 0.62 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 6.6 | 6.3 | 24.2 | 17.0 | 5.1 | 6.9 | 4.9 | N/A | 5.0 | 38.9 | 27.2 | 0.5 | 3.3 | 4.3 | 7.2 | 0.2 | 3.9 | 0.0 | 1.8 | 2.5 | 23.1 | 8.9 | 8.1 | 16.8 | 5.9 | 2.1 | 19.5 | 8.7 | 10.8 | 7.6 |
Dividend Growth(%) | N/A | 255.0 | -63.2 | 878.7 | 335.5 | -73.8 | N/A | N/A | N/A | -90.9 | 47.7 | 4866.7 | -82.4 | -37.0 | -43.7 | 4700.0 | -97.0 | N/A | -100.0 | -28.1 | -92.3 | 183.0 | 42.7 | -81.4 | 255.8 | 155.7 | -89.1 | 138.1 | -6.3 | 65.8 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/28/2002
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