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PCRPX: PIMCO COMMODITYREALRETURN STRATEGY FUND CLASS P (MUTUAL FUND)
Basic Info 12.92 0.02(0.15%) March 27
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (68%) |
Start Date: | 05/06/2008 |
Last Dividend Date: | 03/09/2023 |
12-Mo. Yield | 5.13% |
Expenses | 1.96% |
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Performance Analytics (As of 03/26/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Inception** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.6 | 0.6 | -0.7 | 7.7 | 6.7 | -1.3 | 2.0 | -2.3 | -7.7 | 8.8 | 33.4 | 0.7 | 12.2 | -13.9 | 2.5 | 14.6 | -25.8 | -18.1 | -14.9 | 5.2 | -7.9 | 24.1 | 40.0 | -52.0 |
Sharpe Ratio | NA | 2.44 | 0.29 | 0.37 | 0.36 | -0.09 | NA | -0.16 | -0.86 | 0.28 | 1.98 | 0.03 | 0.92 | -1.25 | 0.19 | 0.91 | -1.55 | -1.77 | -1.29 | 0.37 | -0.42 | 1.38 | 1.61 | -1.8 |
Draw Down(%) | NA | 3.6 | 10.4 | 29.8 | 34.8 | 59.3 | NA | 72.3 | 12.1 | 23.9 | 11.0 | 34.8 | 8.1 | 17.8 | 11.6 | 8.7 | 29.1 | 26.7 | 18.2 | 13.8 | 21.0 | 14.0 | 17.9 | 63.1 |
Standard Deviation(%) | NA | 15.6 | 13.9 | 20.0 | 18.8 | 16.3 | NA | 18.2 | 14.0 | 26.8 | 16.9 | 20.0 | 11.8 | 12.2 | 9.8 | 15.8 | 16.6 | 10.3 | 11.6 | 14.2 | 18.9 | 17.4 | 24.7 | 37.7 |
Treynor Ratio | NA | 0.85 | 0.05 | 0.1 | 0.09 | -0.02 | NA | -0.04 | -0.15 | 0.09 | 0.46 | 0.01 | 0.14 | -0.22 | 0.03 | 0.18 | -0.3 | -0.29 | -0.17 | 0.07 | -0.1 | 0.31 | 0.51 | -0.85 |
Alpha | NA | 0.11 | 0.02 | 0.0 | 0.01 | 0.0 | NA | 0.0 | -0.02 | -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 | -0.15 |
Beta | NA | 0.45 | 0.74 | 0.78 | 0.77 | 0.77 | NA | 0.79 | 0.79 | 0.8 | 0.72 | 0.79 | 0.78 | 0.7 | 0.66 | 0.82 | 0.86 | 0.62 | 0.86 | 0.8 | 0.81 | 0.79 | 0.79 | 0.8 |
RSquared | NA | 0.1 | 0.58 | 0.64 | 0.68 | 0.71 | NA | 0.71 | 0.79 | 0.63 | 0.71 | 0.74 | 0.8 | 0.69 | 0.69 | 0.85 | 0.86 | 0.49 | 0.62 | 0.7 | 0.79 | 0.78 | 0.76 | 0.67 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/01/2008
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