Commodities


Performance Analytics (From 02/03/2006 To 10/23/2020)

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Last 1 Week* YTD*(2020) 1 Yr 3 Yr 5 Yr 10 Yr Inception** 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006
AR(%) -1.6 -18.1 -14.9 -5.2 -2.0 -6.0 -3.6 11.8 -11.6 4.9 18.6 -27.6 -28.1 -7.6 3.5 -2.6 11.9 16.2 -31.8 31.6 2.8
SR NA -0.88 -0.61 -0.32 -0.16 -0.39 -0.22 0.77 -0.89 0.34 1.02 -1.55 -2.44 -0.72 0.23 -0.13 0.6 0.59 -0.93 1.62 -0.01
DD(%) NA 35.1 35.1 41.7 41.7 66.1 76.4 9.8 21.4 14.4 11.1 28.8 31.5 12.2 18.9 19.9 17.6 20.2 57.6 8.0 14.4
SD(%) NA 23.2 21.5 16.9 16.5 16.1 19.4 13.5 14.5 12.4 17.8 17.8 11.5 10.6 14.9 20.8 19.5 27.4 35.0 17.7 19.5
TR NA -0.2 -0.13 -0.05 -0.03 -0.06 -0.04 0.11 -0.13 0.04 0.18 -0.28 -0.28 -0.08 0.03 -0.03 0.12 0.16 -0.33 0.3 0.0
Alpha(%) NA 0.0 0.0 0.0 0.0 0.0 0.0 0.01 0.01 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.01 0.02 0.02
Beta(%) NA 1.0 1.0 1.0 1.0 1.0 1.0 0.98 0.99 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 0.99 0.96 0.96
RS NA 1.0 1.0 1.0 1.0 1.0 1.0 0.97 0.98 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 0.97 0.97

*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/03/2006

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