Find A Portfolio/Ticker
Comparison Box
SKBRX: DWS ENHANCED COMMODITY STRATEGY FUND CLASS B (MUTUAL FUND)
Basic Info
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (64%) |
Start Date: | 03/01/2005 |
Last Dividend Date: | 12/16/2014 |
12-Mo. Yield | 0.00% |
Expenses | 2.35% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 12/29/2016)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 03/01/2005 |
2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -4.0 | -10.1 | -8.0 | -4.4 | -3.0 | -3.8 | -17.8 | -7.3 | -8.2 | -2.3 | -9.8 | 18.0 | 26.5 | -46.4 | 34.0 | 0.6 | 9.2 |
Sharpe Ratio | NA | -1.09 | -1.42 | -1.05 | -0.25 | -0.2 | -1.06 | -1.83 | -1.08 | -1.27 | -0.24 | -0.62 | 1.07 | 0.9 | -1.11 | 1.83 | -0.15 | 0.51 |
Draw Down(%) | NA | 5.3 | 32.8 | 38.5 | 63.2 | 63.2 | 5.1 | 18.5 | 13.9 | 10.0 | 10.2 | 21.1 | 13.9 | 21.5 | 60.7 | 11.4 | 19.5 | 11.4 |
Standard Deviation(%) | NA | 3.9 | 7.2 | 7.7 | 19.5 | 19.2 | 3.8 | 9.7 | 6.7 | 6.5 | 10.1 | 15.9 | 16.8 | 29.2 | 42.4 | 17.0 | 18.2 | 17.2 |
Treynor Ratio | NA | -0.45 | -0.34 | -0.22 | -0.07 | -0.05 | -0.44 | -0.37 | -0.19 | -0.17 | -0.04 | -0.14 | 0.24 | 0.29 | -0.47 | 0.42 | -0.04 | 0.0 |
Alpha | NA | -0.02 | -0.02 | -0.02 | -0.01 | 0.0 | -0.02 | -0.02 | 0.02 | -0.02 | -0.02 | -0.03 | 0.03 | 0.04 | -0.08 | 0.03 | -0.01 | NA |
Beta | NA | 0.09 | 0.3 | 0.37 | 0.75 | 0.75 | 0.09 | 0.48 | 0.39 | 0.49 | 0.54 | 0.7 | 0.74 | 0.92 | 1.0 | 0.74 | 0.74 | NA |
RSquared | NA | 0.19 | 0.45 | 0.5 | 0.63 | 0.59 | 0.19 | 0.76 | 0.44 | 0.63 | 0.63 | 0.84 | 0.74 | 0.75 | 0.69 | 0.61 | 0.57 | 0.0 |
Yield(%) | N/A | 0.0 | 0.9 | 2.6 | 5.5 | N/A | 0.0 | 0.0 | 2.6 | 0.3 | 1.3 | 14.5 | 0.0 | 0.0 | 34.2 | 0.0 | 1.9 | 0.0 |
Dividend Growth(%) | N/A | N/A | -43.8 | -93.0 | N/A | N/A | N/A | -100.0 | 3500.0 | -75.0 | -93.2 | N/A | N/A | -100.0 | N/A | -100.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/01/2005
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%)