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PCRIX: COMMODITYREALRETURN STRATEGY FUND INSTITUTIONAL (MUTUAL FUND)
Basic Info 13.55 0.13(0.97%) April 19
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (78%) |
Start Date: | 09/18/2002 |
Last Dividend Date: | 03/14/2024 |
12-Mo. Yield | 5.11% |
Expenses | 1.96% |
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Performance Analytics (As of 04/18/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 12/13/2002 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.1 | 11.3 | 5.8 | 10.3 | 9.3 | -0.3 | 2.7 | 1.4 | 2.9 | -7.4 | 8.6 | 36.3 | 0.8 | 12.2 | -13.8 | 2.6 | 14.7 | -25.7 | -18.1 | -14.8 | 5.3 | -7.7 | 24.2 | 40.0 | -42.9 | 23.8 | -3.0 | 20.5 | 16.4 | 29.0 | -0.8 |
Sharpe Ratio | NA | 3.19 | 0.09 | 0.11 | 0.1 | -0.03 | NA | NA | 0.05 | -0.07 | 0.27 | 2.13 | 0.03 | 0.92 | -1.24 | 0.2 | 0.93 | -1.55 | -1.76 | -1.28 | 0.37 | -0.41 | 1.39 | 1.62 | -1.27 | 1.28 | -0.33 | 1.01 | 0.81 | 1.76 | -0.2 |
Draw Down(%) | NA | 3.5 | 10.3 | 75.3 | 75.3 | 75.3 | NA | NA | 80.4 | 69.1 | 23.8 | 11.1 | 34.9 | 8.1 | 17.7 | 11.7 | 8.6 | 29.2 | 26.6 | 18.2 | 13.7 | 21.0 | 13.9 | 17.8 | 63.1 | 7.2 | 14.8 | 10.1 | 10.6 | 14.3 | 7.8 |
Standard Deviation(%) | NA | 13.4 | 13.6 | 92.1 | 72.2 | 51.9 | NA | NA | 38.2 | 157.3 | 26.7 | 17.0 | 20.0 | 11.7 | 12.2 | 9.7 | 15.6 | 16.6 | 10.3 | 11.7 | 14.2 | 18.9 | 17.4 | 24.6 | 34.3 | 16.4 | 19.3 | 18.2 | 19.0 | 16.1 | 18.8 |
Treynor Ratio | NA | 0.82 | 0.02 | 0.09 | 0.08 | -0.01 | NA | NA | 0.02 | -0.05 | 0.09 | 0.5 | 0.01 | 0.14 | -0.22 | 0.03 | 0.18 | -0.3 | -0.29 | -0.17 | 0.07 | -0.1 | 0.31 | 0.51 | -0.55 | 0.29 | -0.08 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | 0.09 | 0.01 | 0.17 | 0.11 | 0.05 | NA | NA | 0.04 | 0.58 | -0.02 | 0.02 | 0.03 | 0.01 | -0.03 | 0.0 | 0.0 | -0.01 | 0.0 | -0.04 | 0.01 | -0.02 | 0.05 | 0.09 | -0.1 | 0.0 | -0.02 | NA | NA | NA | NA |
Beta | NA | 0.53 | 0.75 | 1.06 | 0.95 | 0.88 | NA | NA | 0.83 | 2.18 | 0.81 | 0.73 | 0.78 | 0.78 | 0.7 | 0.65 | 0.81 | 0.86 | 0.61 | 0.86 | 0.81 | 0.81 | 0.79 | 0.79 | 0.8 | 0.72 | 0.82 | NA | NA | NA | NA |
RSquared | NA | 0.18 | 0.61 | 0.03 | 0.04 | 0.05 | NA | NA | 0.09 | 0.03 | 0.65 | 0.71 | 0.74 | 0.8 | 0.69 | 0.69 | 0.86 | 0.86 | 0.47 | 0.62 | 0.72 | 0.78 | 0.78 | 0.76 | 0.67 | 0.61 | 0.62 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 6.1 | 5.9 | 24.0 | 16.7 | 10.7 | 11.0 | 6.2 | N/A | 4.8 | 35.6 | 26.2 | 1.5 | 4.1 | 4.7 | 7.7 | 1.0 | 7.4 | 0.4 | 2.6 | 3.7 | 23.4 | 9.8 | 9.1 | 17.6 | 7.1 | 2.9 | 20.5 | 7.5 | 10.7 | 0.9 |
Dividend Growth(%) | N/A | 243.5 | -59.3 | 656.2 | 291.6 | -47.0 | N/A | N/A | N/A | -89.8 | 44.9 | 1633.3 | -60.9 | -28.1 | -41.8 | 816.7 | -81.8 | 1550.0 | -88.2 | -32.0 | -88.5 | 161.4 | 40.7 | -80.1 | 209.4 | 118.2 | -85.3 | 190.3 | -17.6 | 1150.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/13/2002
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