Commodities
Performance Analytics (From 02/03/2006 To 01/15/2021)
| Last 1 Week* | YTD*(2021) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Inception** | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AR(%) | 0.4 | 4.1 | -2.8 | -2.5 | 5.5 | -5.6 | -2.5 | -7.8 | 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 | 8.71 | -0.13 | -0.2 | 0.29 | -0.37 | -0.17 | -0.37 | 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 | 1.4 | 33.4 | 41.7 | 41.7 | 66.1 | 76.4 | 35.1 | 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 | 20.0 | 22.1 | 17.2 | 16.4 | 16.0 | 19.4 | 21.9 | 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 | 1.74 | -0.03 | -0.03 | 0.05 | -0.06 | -0.03 | -0.08 | 0.1 | -0.13 | 0.04 | 0.18 | -0.28 | -0.28 | -0.08 | 0.03 | -0.03 | 0.12 | 0.16 | -0.33 | 0.29 | 0.0 |
| Alpha(%) | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Beta(%) | NA | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 |
| RS | NA | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/03/2006
Compare with other asset classes >>
Top Rated Funds
Best Mutual Funds
- ARCIX (AQR Risk-Balanced Commodities Strategy I) (78%)
- BCSAX (BlackRock Commodity Strategies Inv A) (78%)
- BICSX (BlackRock Commodity Strategies Instl) (76%)
- EAPCX (Eaton Vance Paramtrc Struct CmdtyStrat A) (75%)
- JCRIX (Jefferies Asset Mgmt Cmdty Strat Allc I) (71%)
- PCLDX (PIMCO CommoditiesPLUS Strategy D) (71%)
- BRCNX (Invesco Balanced Risk Cmdty Strat Instl) (67%)
- COMIX (Van Eck CM Commodity Index I) (66%)
- SKBRX (DWS Enhanced Commodity Strategy B) (64%)
- BRCYX (Invesco Balanced Risk Commodity Strat Y) (64%)
Best ETFs
- BCM (iPath® Pure Beta Broad Commodity ETN) (70%)
- UCI (UBS ETRACS CMCI Total Return ETN) (46%)
- SBV (iPath® Pure Beta S&P GSCI®-Weighted ETN) (46%)
- DBC (PowerShares DB Commodity Tracking ETF) (44%)
- GCC (GreenHaven Continuous Commodity ETF) (43%)
- GSC (GS Connect S&P GSCI Enh Commodity TR ETN) (37%)
- RJI (ELEMENTS Rogers Intl Cmdty TR ETN) (34%)
- DJP (iPath DJ-UBS Cmdty TR ETN) (20%)
- DJCI (UBS ETRACS Bloomberg Cmdty Tot Ret ETN) (12%)
- GSP (iPath S&P GSCI Total Return ETN) (10%)
Best Mutual Funds
- PCLDX (PIMCO CommoditiesPLUS Strategy D) 140%
- SKBRX (DWS Enhanced Commodity Strategy B) 122%
- ARCIX (AQR Risk-Balanced Commodities Strategy I) 64%
- BRCYX (Invesco Balanced Risk Commodity Strat Y) 62%
- BRCNX (Invesco Balanced Risk Cmdty Strat Instl) 61%
- EIPCX (Eaton Vance Paramtrc Struct CmdtyStrat I) 61%
- CCIYX (Columbia Commodity Strategy I) 54%
- BICSX (BlackRock Commodity Strategies Instl) 53%
- BCSAX (BlackRock Commodity Strategies Inv A) 52%
- JCRIX (Jefferies Asset Mgmt Cmdty Strat Allc I) 37%
Best ETFs
- SBV (iPath® Pure Beta S&P GSCI®-Weighted ETN) 76%
- BCM (iPath® Pure Beta Broad Commodity ETN) 24%
- GCC (GreenHaven Continuous Commodity ETF) 16%
- DJP (iPath DJ-UBS Cmdty TR ETN) -0%
- DBC (PowerShares DB Commodity Tracking ETF) -13%
- UCI (UBS ETRACS CMCI Total Return ETN) -16%
- RJI (ELEMENTS Rogers Intl Cmdty TR ETN) -17%
- GSC (GS Connect S&P GSCI Enh Commodity TR ETN) -22%
- USCI (United States Commodity ETF) -41%
- GSP (iPath S&P GSCI Total Return ETN) -49%
Best Mutual Funds
- PCRIX (PIMCO Commodity Real Ret Strat Instl) 5%
- HACMX (Harbor Commodity Real Return ST Instl) 5%
- PCLIX (PIMCO CommoditiesPLUS Strategy Instl) 5%
- PCRPX (PIMCO Commodity Real Return Strat P) 4%
- TGGWX (TCW Enhanced Commodity Strategy I) 4%
- EIPCX (Eaton Vance Paramtrc Struct CmdtyStrat I) 4%
- CCIYX (Columbia Commodity Strategy I) 4%
- DCMSX (DFA Commodity Strategy) 3%
- COMIX (Van Eck CM Commodity Index I) 3%
- MCSIX (MFS Commodity Strategy I) 3%
Best ETFs
- DBC (PowerShares DB Commodity Tracking ETF) 3%
- UCI (UBS ETRACS CMCI Total Return ETN) 3%
- RJI (ELEMENTS Rogers Intl Cmdty TR ETN) 3%
- BCM (iPath® Pure Beta Broad Commodity ETN) 3%
- GSG (iShares S&P GSCI Commodity-Indexed Trust) 2%
- DJP (iPath DJ-UBS Cmdty TR ETN) 2%
- GCC (GreenHaven Continuous Commodity ETF) 2%
- GSP (iPath S&P GSCI Total Return ETN) 2%
- GSC (GS Connect S&P GSCI Enh Commodity TR ETN) 2%
- DJCI (UBS ETRACS Bloomberg Cmdty Tot Ret ETN) 2%
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