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PCSRX: COMMODITYREALRETURN STRATEGY FUND CLASS R (MUTUAL FUND)
Basic Info 11.94 0.09(0.76%) May 03
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (12%) |
Start Date: | 03/16/2010 |
Last Dividend Date: | 03/14/2024 |
12-Mo. Yield | 5.57% |
Expenses | 1.96% |
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Performance Analytics (As of 05/03/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 03/16/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.3 | 10.3 | 9.7 | 7.4 | 9.0 | -1.0 | -0.1 | -8.2 | 8.1 | 35.1 | 0.2 | 12.3 | -14.4 | 1.9 | 13.5 | -26.2 | -18.7 | -15.3 | 4.5 | -8.3 | 23.2 |
Sharpe Ratio | NA | 2.13 | 0.43 | 0.06 | 0.1 | -0.04 | -0.02 | -0.08 | 0.26 | 2.05 | 0.0 | 0.9 | -1.28 | 0.13 | 0.85 | -1.58 | -1.82 | -1.32 | 0.32 | -0.44 | 1.68 |
Draw Down(%) | NA | 3.5 | 9.8 | 75.4 | 75.4 | 75.4 | 78.2 | 69.1 | 24.0 | 11.1 | 34.9 | 7.8 | 18.1 | 11.7 | 8.8 | 29.5 | 26.9 | 18.6 | 13.9 | 21.2 | 11.0 |
Standard Deviation(%) | NA | 13.9 | 13.8 | 92.0 | 72.1 | 51.8 | 44.4 | 157.0 | 26.5 | 17.1 | 20.0 | 12.0 | 12.3 | 9.8 | 15.8 | 16.6 | 10.3 | 11.6 | 14.1 | 19.0 | 17.6 |
Treynor Ratio | NA | 0.51 | 0.08 | 0.05 | 0.08 | -0.02 | -0.01 | -0.06 | 0.08 | 0.5 | 0.0 | 0.14 | -0.23 | 0.02 | 0.16 | -0.3 | -0.3 | -0.18 | 0.06 | -0.1 | 0.38 |
Alpha | NA | 0.08 | 0.01 | 0.16 | 0.11 | 0.05 | 0.04 | 0.57 | -0.02 | 0.02 | 0.03 | 0.01 | -0.03 | -0.01 | -0.01 | -0.01 | 0.0 | -0.04 | 0.01 | -0.03 | 0.04 |
Beta | NA | 0.58 | 0.75 | 1.04 | 0.94 | 0.88 | 0.86 | 2.18 | 0.8 | 0.69 | 0.78 | 0.8 | 0.7 | 0.66 | 0.82 | 0.87 | 0.63 | 0.86 | 0.8 | 0.81 | 0.79 |
RSquared | NA | 0.2 | 0.58 | 0.03 | 0.04 | 0.05 | 0.06 | 0.03 | 0.64 | 0.64 | 0.73 | 0.79 | 0.68 | 0.69 | 0.86 | 0.87 | 0.49 | 0.62 | 0.7 | 0.79 | 0.72 |
Yield(%) | N/A | 6.7 | 6.6 | 23.7 | 17.7 | 10.5 | N/A | 4.6 | 37.8 | 27.1 | 1.1 | 4.7 | 4.5 | 7.4 | 0.2 | 7.2 | 0.0 | 2.0 | 2.9 | 23.4 | 7.6 |
Dividend Growth(%) | N/A | 285.0 | -60.7 | 690.0 | 341.2 | N/A | N/A | -91.1 | 46.4 | 2450.0 | -76.0 | -13.8 | -43.1 | 5000.0 | -96.8 | N/A | -100.0 | -31.6 | -91.1 | 249.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/16/2010
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