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RYMJX: COMMODITIES STRATEGY FUND CLASS C (MUTUAL FUND)
Basic Info 17.28 0.19(1.11%) May 17
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (53%) |
Start Date: | 06/13/2005 |
Last Dividend Date: | 12/14/2023 |
12-Mo. Yield | 8.47% |
Expenses | 2.37% |
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Performance Analytics (As of 05/17/2024)
Last 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(%) | 2.0 | 11.4 | 14.7 | 12.0 | 6.0 | -4.7 | -2.4 | -5.0 | -6.8 | 21.9 | 39.3 | -23.2 | 14.6 | -15.5 | 3.8 | 9.7 | -34.8 | -34.3 | -4.3 | -2.4 | -4.3 | 4.9 | 6.3 | -46.4 | 30.6 | -18.7 | 3.8 |
Sharpe Ratio | NA | 2.24 | 0.65 | 0.4 | 0.17 | -0.25 | NA | -0.25 | -0.56 | 0.64 | 1.93 | -0.69 | 0.61 | -0.95 | 0.22 | 0.41 | -1.46 | -2.45 | -0.36 | -0.14 | -0.18 | 0.22 | 0.18 | -1.13 | 1.3 | -0.97 | 0.16 |
Draw Down(%) | NA | 4.5 | 15.1 | 30.9 | 53.7 | 79.0 | NA | 91.7 | 15.1 | 25.4 | 13.2 | 53.7 | 18.9 | 25.9 | 16.1 | 15.8 | 37.6 | 38.0 | 12.9 | 22.3 | 25.7 | 21.5 | 29.1 | 66.6 | 10.2 | 26.5 | 18.5 |
Standard Deviation(%) | NA | 13.0 | 16.8 | 24.2 | 26.3 | 23.1 | NA | 24.3 | 19.9 | 32.3 | 20.3 | 33.8 | 21.5 | 17.8 | 14.6 | 23.1 | 23.9 | 14.0 | 12.1 | 17.3 | 23.6 | 21.8 | 34.8 | 41.8 | 21.3 | 22.7 | 27.2 |
Treynor Ratio | NA | 0.25 | 0.09 | 0.09 | 0.04 | -0.05 | NA | -0.05 | -0.1 | 0.2 | 0.45 | -0.17 | 0.09 | -0.14 | 0.03 | 0.08 | -0.27 | -0.3 | -0.04 | -0.02 | -0.04 | 0.05 | 0.05 | -0.44 | 0.29 | -0.22 | 0.0 |
Alpha | NA | 0.03 | 0.02 | 0.01 | -0.01 | -0.01 | NA | -0.02 | -0.02 | 0.01 | 0.01 | -0.05 | 0.0 | -0.01 | -0.01 | -0.04 | 0.0 | -0.02 | 0.02 | -0.02 | 0.0 | -0.03 | -0.04 | -0.08 | 0.01 | -0.09 | NA |
Beta | NA | 1.14 | 1.17 | 1.01 | 1.12 | 1.16 | NA | 1.11 | 1.06 | 1.01 | 0.88 | 1.35 | 1.41 | 1.18 | 1.13 | 1.24 | 1.3 | 1.15 | 1.07 | 1.07 | 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 | 0.73 | 0.77 | 0.78 | 0.93 | 0.93 | 0.92 | 0.94 | 0.89 | 0.88 | 0.85 | 0.89 | 0.9 | 0.82 | 0.81 | 0.61 | 0.66 | 0.0 |
Yield(%) | N/A | 0.0 | 8.4 | 13.8 | 12.1 | 39.7 | 26.9 | N/A | 7.9 | 27.6 | 6.1 | 46.2 | 1.0 | 29.4 | 1.7 | 0.0 | 0.0 | 0.0 | 0.0 | 2.6 | 3.2 | 0.0 | 0.7 | 2.3 | 1.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -74.1 | -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
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