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PCRRX: COMMODITYREALRETURN STRATEGY FUND ADMINISTRATIVE (MUTUAL FUND)
Basic Info 12.94 0.01(0.08%) April 26
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (76%) |
Start Date: | 06/18/2003 |
Last Dividend Date: | 03/14/2024 |
12-Mo. Yield | 5.08% |
Expenses | 1.14% |
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Performance Analytics (As of 04/26/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 05/10/2004 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 11.8 | 9.4 | 9.1 | 9.3 | -0.6 | 2.6 | 0.9 | 0.9 | -7.7 | 8.5 | 35.7 | 0.6 | 12.4 | -14.2 | 2.4 | 14.5 | -25.9 | -18.4 | -14.9 | 4.8 | -7.9 | 23.7 | 39.9 | -43.1 | 23.5 | -3.2 | 17.1 | 10.3 | 14.2 |
Sharpe Ratio | NA | 2.82 | 0.41 | 0.07 | 0.11 | -0.03 | NA | NA | 0.02 | -0.08 | 0.26 | 1.09 | 0.02 | 0.93 | -1.27 | 0.18 | 0.91 | -1.56 | -1.77 | -1.28 | 0.34 | -0.41 | 1.35 | 1.6 | -1.28 | 1.26 | -0.34 | 0.82 | 0.5 | 1.75 |
Draw Down(%) | NA | 3.5 | 9.7 | 75.4 | 75.4 | 75.4 | NA | NA | 81.0 | 69.2 | 23.8 | 22.4 | 34.8 | 8.0 | 17.9 | 11.7 | 8.7 | 29.2 | 26.8 | 18.5 | 13.8 | 21.2 | 14.0 | 18.0 | 63.2 | 7.2 | 14.9 | 11.0 | 10.7 | 7.0 |
Standard Deviation(%) | NA | 13.5 | 13.7 | 93.6 | 73.3 | 52.7 | NA | NA | 39.2 | 157.3 | 27.0 | 32.7 | 20.1 | 11.8 | 12.2 | 9.8 | 15.7 | 16.6 | 10.4 | 11.7 | 14.1 | 19.0 | 17.5 | 24.8 | 34.3 | 16.4 | 19.3 | 18.2 | 18.7 | 15.6 |
Treynor Ratio | NA | 0.76 | 0.08 | 0.07 | 0.08 | -0.02 | NA | NA | 0.01 | -0.06 | 0.09 | 0.56 | 0.01 | 0.14 | -0.22 | 0.03 | 0.18 | -0.3 | -0.29 | -0.17 | 0.06 | -0.1 | 0.3 | 0.5 | -0.55 | 0.29 | -0.08 | 0.0 | 0.0 | 0.0 |
Alpha | NA | 0.09 | 0.01 | 0.17 | 0.11 | 0.05 | NA | NA | 0.03 | 0.57 | -0.02 | 0.05 | 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 |
Beta | NA | 0.5 | 0.74 | 1.04 | 0.94 | 0.88 | NA | NA | 0.83 | 2.19 | 0.83 | 0.63 | 0.79 | 0.79 | 0.69 | 0.66 | 0.81 | 0.86 | 0.63 | 0.87 | 0.79 | 0.81 | 0.79 | 0.79 | 0.8 | 0.72 | 0.81 | NA | NA | NA |
RSquared | NA | 0.15 | 0.58 | 0.03 | 0.04 | 0.05 | NA | NA | 0.09 | 0.03 | 0.67 | 0.14 | 0.73 | 0.8 | 0.68 | 0.69 | 0.85 | 0.85 | 0.49 | 0.63 | 0.71 | 0.79 | 0.79 | 0.76 | 0.68 | 0.61 | 0.62 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 6.7 | 6.5 | 23.7 | 17.2 | 10.7 | 10.9 | 5.8 | N/A | 4.6 | 36.4 | 26.4 | 1.5 | 4.4 | 4.8 | 7.5 | 0.8 | 7.5 | 0.4 | 2.4 | 3.3 | 23.4 | 9.5 | 9.0 | 17.5 | 6.9 | 2.8 | 17.5 | 1.8 | 9.0 |
Dividend Growth(%) | N/A | 290.5 | -58.4 | 640.0 | 299.2 | N/A | N/A | N/A | N/A | -90.6 | 45.5 | 1611.1 | -62.5 | -25.0 | -39.6 | 960.0 | -84.8 | 1550.0 | -87.5 | -27.3 | -89.8 | 168.7 | 37.9 | -80.2 | 215.1 | 126.8 | -83.9 | 920.0 | -78.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/10/2004
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