Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/08/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CCRSX (COMMODITY RETURN STRATEGY PORTFOLIO CLASS 1) | 0.44% | -0.28% | -3.98% | 12.22% | 1.26% | -0.78% | NA | -1.12% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CCRSX (COMMODITY RETURN STRATEGY PORTFOLIO CLASS 1) | 03/02/2006 | 05/08/2025 |
The return data shown below all have the same latest date: 05/08/2025.
AR inception is since 03/02/2006.
AR inception is since 03/02/2006.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.89 | -0.28 | -3.98 | 12.22 | 1.26 | -0.78 | NA | -1.12 | 0.44 | 4.86 | -8.88 | 15.71 | 28.00 | -1.49 | 6.70 | -11.65 | 1.53 | 12.02 | -25.10 | -17.01 | -10.27 | -2.09 | -12.65 | 16.66 | 19.47 | -33.71 | 17.27 | 4.03 |
| Sharpe Ratio | NA | -0.41 | -0.62 | 0.65 | -0.03 | NA | NA | -0.15 | -0.15 | -0.16 | -1.06 | 0.63 | 1.88 | -0.11 | 0.44 | -1.14 | 0.10 | 0.82 | -1.65 | -1.73 | -1.05 | -0.16 | -0.70 | 0.97 | 0.79 | -1.20 | 0.95 | 0.09 |
| Standard Deviation(%) | NA | 13.69 | 15.22 | 15.54 | 14.47 | NA | NA | 16.29 | 16.67 | 11.10 | 12.44 | 22.81 | 14.88 | 16.14 | 12.13 | 11.39 | 9.28 | 14.37 | 15.22 | 9.87 | 9.83 | 13.55 | 18.07 | 17.15 | 24.44 | 28.77 | 15.11 | 17.42 |
| Draw Down(%) | NA | 12.85 | 25.53 | 25.53 | 40.17 | NA | NA | 73.12 | 12.85 | 11.56 | 11.72 | 18.72 | 8.83 | 25.68 | 8.31 | 15.48 | 10.89 | 8.26 | 27.05 | 24.02 | 15.00 | 15.13 | 22.36 | 15.77 | 16.60 | 54.64 | 7.35 | 15.57 |
| Yield(%) | 0.00 | 0.00 | 6.58 | 81.87 | 22.71 | 11.56 | 7.33 | 7.72 | 0.00 | 3.02 | 19.66 | 18.67 | 34.99 | 5.07 | 0.92 | 2.49 | 9.05 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.40 | 6.71 | 11.47 | 6.96 | 5.46 | 1.80 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CCRSX (COMMODITY RETURN STRATEGY PORTFOLIO CLASS 1) |
-18.72%
Jan 2013 - Jan 2016 |
-14.75%
Feb 2011 - Feb 2016 |
-9.06%
Jun 2008 - Jun 2018 |
-4.66%
Jun 2008 - Jun 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CCRSX (COMMODITY RETURN STRATEGY PORTFOLIO CLASS 1) |
21.16%
Apr 2020 - Apr 2023 |
13.42%
Mar 2020 - Mar 2025 |
2.25%
Mar 2015 - Mar 2025 |
0.30%
Apr 2009 - Apr 2024 |
Annualized Rolling Returns Comparison Chart