Find A Portfolio/Ticker
Comparison Box
RYMEX: COMMODITIES STRATEGY FUND CLASS A (MUTUAL FUND)
Basic Info 31.4 0.18(0.58%) April 25
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (54%) |
Start Date: | 06/13/2005 |
Last Dividend Date: | 12/14/2023 |
12-Mo. Yield | 4.97% |
Expenses | 2.37% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/24/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 06/13/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.8 | 12.9 | 12.8 | 15.1 | 6.3 | -4.0 | -1.2 | -4.3 | -6.1 | 23.7 | 39.0 | -23.0 | 15.5 | -15.0 | 4.7 | 10.6 | -34.4 | -33.9 | -3.6 | -1.6 | -3.6 | 5.7 | 7.1 | -46.1 | 31.7 | -18.1 | 4.3 |
Sharpe Ratio | NA | 3.1 | 0.29 | 0.52 | 0.18 | -0.22 | NA | -0.22 | -0.53 | 0.69 | 1.93 | -0.68 | 0.65 | -0.92 | 0.28 | 0.45 | -1.44 | -2.42 | -0.3 | -0.1 | -0.15 | 0.26 | 0.2 | -1.12 | 1.35 | -0.94 | 0.2 |
Draw Down(%) | NA | 4.2 | 14.9 | 30.5 | 54.6 | 78.1 | NA | 90.9 | 14.9 | 25.2 | 13.1 | 53.6 | 18.7 | 25.8 | 15.8 | 15.7 | 37.3 | 37.8 | 12.7 | 22.1 | 25.4 | 21.2 | 29.0 | 66.5 | 10.2 | 26.2 | 18.4 |
Standard Deviation(%) | NA | 13.3 | 17.8 | 24.3 | 26.3 | 23.1 | NA | 24.4 | 19.9 | 32.6 | 20.2 | 33.8 | 21.6 | 17.8 | 14.6 | 23.0 | 23.9 | 14.0 | 12.1 | 17.2 | 23.6 | 21.8 | 34.9 | 41.8 | 21.4 | 22.7 | 27.3 |
Treynor Ratio | NA | 0.36 | 0.04 | 0.13 | 0.04 | -0.04 | NA | -0.05 | -0.1 | 0.22 | 0.45 | -0.17 | 0.1 | -0.14 | 0.04 | 0.08 | -0.26 | -0.3 | -0.03 | -0.02 | -0.03 | 0.05 | 0.06 | -0.44 | 0.31 | -0.22 | 0.0 |
Alpha | NA | 0.06 | 0.03 | 0.01 | -0.01 | -0.01 | NA | -0.02 | -0.02 | 0.02 | 0.01 | -0.05 | 0.0 | 0.0 | 0.0 | -0.04 | 0.0 | -0.01 | 0.02 | -0.02 | 0.0 | -0.02 | -0.03 | -0.07 | 0.01 | -0.09 | NA |
Beta | NA | 1.15 | 1.17 | 1.02 | 1.12 | 1.16 | NA | 1.11 | 1.06 | 1.02 | 0.87 | 1.35 | 1.41 | 1.18 | 1.13 | 1.23 | 1.3 | 1.15 | 1.06 | 1.06 | 1.07 | 1.06 | 1.15 | 1.07 | 0.94 | 0.99 | NA |
RSquared | NA | 0.9 | 0.9 | 0.73 | 0.74 | 0.8 | NA | 0.77 | 0.82 | 0.69 | 0.72 | 0.77 | 0.77 | 0.93 | 0.93 | 0.9 | 0.94 | 0.89 | 0.87 | 0.85 | 0.9 | 0.9 | 0.82 | 0.81 | 0.61 | 0.66 | 0.0 |
Yield(%) | N/A | 0.0 | 4.7 | 9.6 | 10.1 | 36.8 | 30.3 | N/A | 4.6 | 17.9 | 4.0 | 39.2 | 0.8 | 26.6 | 1.6 | 0.0 | 0.0 | 0.0 | 0.0 | 2.4 | 3.0 | 0.0 | 0.7 | 2.3 | 1.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -74.2 | -84.2 | 28.9 | N/A | N/A | N/A | -74.2 | 506.8 | -96.3 | 5235.6 | -98.1 | 1684.8 | N/A | N/A | N/A | N/A | -100.0 | -22.6 | N/A | -100.0 | -84.3 | 218.2 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/13/2005
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See COMMODITIES BROAD BASKET Asset Class Trend Rankings |
Top Rated Funds in COMMODITIES BROAD BASKET
Best Mutual Funds
- GSCCX (GOLDMAN SACHS COMMODITY STRATEGY FUND CLASS C SHARES) (91%)
- PCRIX (COMMODITYREALRETURN STRATEGY FUND INSTITUTIONAL) (78%)
- SKIRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) (75%)
- SKSRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND CLASS S) (74%)
- CRSOX (CREDIT SUISSE COMMODITY RETURN STRATEGY FUND CLASS I) (73%)
- ARCIX (AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS I) (72%)
- PCLDX (PIMCO COMMODITIESPLUS STRATEGY FUND CLASS D) (71%)
- GCCIX (GOLDMAN SACHS COMMODITY STRATEGY FUND INSTITUTIONAL SHARES) (71%)
- GCCTX (GOLDMAN SACHS COMMODITY STRATEGY FUND CLASS IR) (69%)
- PCRPX (PIMCO COMMODITYREALRETURN STRATEGY FUND CLASS P) (68%)
Best ETFs
- GSG (iShares S&P GSCI Commodity-Indexed Trust) (100%)
- DBC (Invesco DB Commodity Index Tracking Fund) (94%)
- GSP (iPath S&P GSCI Total Return ETN) (92%)
- DJP (iPath® Bloomberg Commodity Index Total Return(SM) ETN) (86%)
- GCC (WisdomTree Continuous Commodity Index Fund) (85%)
- RJI (ELEMENTS Linked to the Rogers International Commodity Index - Total Return) (69%)
- UCI (UBS ETRACS CMCI Total Return ETN) (66%)
- USCI (United States Commodity Index Fund LP) (49%)
- GSC (Goldman Sachs ETF Trust) (37%)
- BCM (iPath® Pure Beta Broad Commodity ETN) (35%)