Commodities
Performance Analytics (From 02/03/2006 To 12/02/2024)
Not up-to-date? Try| Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 02/03/2006 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -2.6 | -0.3 | -3.6 | 5.0 | 8.6 | 1.1 | -0.2 | 0.2 | -6.2 | 19.3 | 41.4 | -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 |
| Sharpe Ratio | NA | -0.45 | -0.78 | 0.07 | 0.34 | 0.0 | NA | -0.05 | -0.66 | 0.68 | 2.1 | -0.37 | 0.77 | -0.89 | 0.34 | 1.03 | -1.55 | -2.44 | -0.72 | 0.23 | -0.13 | 0.6 | 0.59 | -0.93 | 1.62 | -0.01 |
| Draw Down(%) | NA | 12.2 | 12.2 | 27.4 | 35.1 | 48.1 | NA | 76.4 | 12.3 | 23.2 | 11.6 | 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 |
| Standard Deviation(%) | NA | 14.2 | 14.4 | 19.7 | 20.1 | 18.0 | NA | 19.4 | 15.9 | 26.6 | 19.7 | 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 |
| Treynor Ratio | NA | -0.06 | -0.11 | 0.01 | 0.07 | 0.0 | NA | -0.01 | -0.11 | 0.18 | 0.41 | -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 | 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 |
| Beta | NA | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 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 |
| RSquared | NA | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 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 |
| Yield(%) | N/A | 0.0 | 4.6 | 2.1 | 1.9 | 0.8 | 0.5 | N/A | 4.5 | 0.7 | 0.0 | 0.0 | 1.7 | 1.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 1.0 | 3.2 | 2.4 |
| Dividend Growth(%) | N/A | -100.0 | 678.1 | 177.5 | 684.8 | N/A | N/A | N/A | 678.1 | N/A | N/A | -100.0 | 34.4 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | -56.3 | 26.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/03/2006
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Top Rated Funds
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%)
Best Mutual Funds
- PCLDX (PIMCO COMMODITIESPLUS STRATEGY FUND CLASS D) 140%
- RCSCX (COMMODITY STRATEGIES FUND CLASS C) 86%
- CCIYX (COLUMBIA COMMODITY STRATEGY FUND COLUMBIA COMMODITY STRATEGY FUND CLASS I) 54%
- EIPCX (PARAMETRIC COMMODITY STRATEGY FUND PARAMETRIC COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) 9%
- EAPCX (PARAMETRIC COMMODITY STRATEGY FUND PARAMETRIC COMMODITY STRATEGY FUND INVESTOR CLASS) 7%
- PCRPX (PIMCO COMMODITYREALRETURN STRATEGY FUND CLASS P) 3%
- PCRIX (COMMODITYREALRETURN STRATEGY FUND INSTITUTIONAL) 2%
- BICSX (BlackRock Commodity Strategies Fd Insti) 0%
- BCSAX (BlackRock Commodity Strategies Fd Inv A) -1%
- PCSRX (COMMODITYREALRETURN STRATEGY FUND CLASS R) -2%
Best ETFs
- SBV (iPath® Pure Beta S&P GSCI®-Weighted ETN) 123%
- RJI (ELEMENTS Linked to the Rogers International Commodity Index - Total Return) 63%
- GCC (WisdomTree Continuous Commodity Index Fund) 40%
- USCI (United States Commodity Index Fund LP) 28%
- GSC (Goldman Sachs ETF Trust) -22%
- UCI (UBS ETRACS CMCI Total Return ETN) -27%
- BCM (iPath® Pure Beta Broad Commodity ETN) -31%
- GSG (iShares S&P GSCI Commodity-Indexed Trust) -39%
- DJCI (UBS ETRACS Bloomberg Commodity Index Total Return ETN) -41%
- DJP (iPath® Bloomberg Commodity Index Total Return(SM) ETN) -45%
Best Mutual Funds
- PCRIX (COMMODITYREALRETURN STRATEGY FUND INSTITUTIONAL) 5%
- HACMX (HARBOR COMMODITY REAL RETURN STRATEGY FUND INSTITUTIONAL CLASS) 5%
- HCMRX (HARBOR COMMODITY REAL RETURN STRATEGY FUND ADMINISTRATIVE CLASS) 5%
- PCLIX (PIMCO COMMODITIESPLUS STRATEGY FUND INSTITUTIONAL CLASS) 5%
- PCLPX (PIMCO COMMODITIESPLUS STRATEGY FUND CLASS P) 5%
- PCRPX (PIMCO COMMODITYREALRETURN STRATEGY FUND CLASS P) 4%
- TGGWX (TCW ENHANCED COMMODITY STRATEGY FUND CLASS I) 4%
- PCSRX (COMMODITYREALRETURN STRATEGY FUND CLASS R) 4%
- EIPCX (PARAMETRIC COMMODITY STRATEGY FUND PARAMETRIC COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) 4%
- CCIYX (COLUMBIA COMMODITY STRATEGY FUND COLUMBIA COMMODITY STRATEGY FUND CLASS I) 4%
Best ETFs
- DBC (Invesco DB Commodity Index Tracking Fund) 3%
- UCI (UBS ETRACS CMCI Total Return ETN) 3%
- RJI (ELEMENTS Linked to the Rogers International Commodity Index - Total Return) 3%
- BCM (iPath® Pure Beta Broad Commodity ETN) 3%
- GSG (iShares S&P GSCI Commodity-Indexed Trust) 2%
- DJP (iPath® Bloomberg Commodity Index Total Return(SM) ETN) 2%
- GCC (WisdomTree Continuous Commodity Index Fund) 2%
- GSP (iPath S&P GSCI Total Return ETN) 2%
- GSC (Goldman Sachs ETF Trust) 2%
- DJCI (UBS ETRACS Bloomberg Commodity Index Total Return ETN) 2%
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