Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COMIX (CM COMMODITY INDEX FUND CLASS I) | 23.05% | 31.15% | 12.98% | 11.44% | 8.74% | 1.60% | NA | … | … |
Data as of 06/03/2026, Common starting date is 01/05/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COMIX (CM COMMODITY INDEX FUND CLASS I) | 01/05/2011 | 06/03/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.58 | 31.15 | 12.98 | 11.44 | 8.74 | 1.60 | NA | … | … | 23.05 | 1.13 | 4.82 | -2.85 | 16.45 | 33.47 | 1.51 | 8.55 | -11.13 | 7.17 | 14.94 | -24.84 | -20.00 | -6.99 | 1.34 | -7.67 |
| Sharpe Ratio | NA | 2.35 | 0.80 | 0.61 | 0.51 | NA | NA | … | … | 3.94 | -0.13 | -0.17 | -0.58 | 0.77 | 2.27 | 0.07 | 0.64 | -1.10 | 0.69 | 0.94 | -1.56 | -2.21 | -0.73 | 0.10 | -0.42 |
| Standard Deviation(%) | NA | 12.04 | 11.66 | 14.13 | 13.80 | NA | NA | … | … | 14.74 | 13.07 | 10.52 | 12.38 | 19.65 | 14.74 | 19.12 | 11.08 | 11.40 | 9.58 | 15.64 | 15.90 | 9.07 | 9.58 | 13.19 | 18.42 |
| Draw Down(%) | NA | 4.71 | 11.58 | 18.13 | 35.04 | NA | NA | … | … | 4.71 | 9.63 | 11.58 | 10.39 | 18.13 | 7.09 | 29.47 | 10.04 | 16.63 | 12.45 | 9.72 | 26.49 | 24.51 | 12.24 | 15.33 | 19.78 |
| Yield(%) | 0.00 | 9.39 | 84.87 | 47.30 | 28.74 | 10.50 | 8.27 | … | … | 0.00 | 9.49 | 3.65 | 54.25 | 23.43 | 24.00 | 0.02 | 1.25 | 0.72 | 4.40 | 10.22 | 0.00 | 0.00 | 0.24 | 0.00 | 0.00 |
Data as of 06/03/2026, Common starting date is 01/05/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COMIX (CM COMMODITY INDEX FUND CLASS I) |
-19.34%
Jan 2013 – Jan 2016 |
-13.88%
Feb 2011 – Feb 2016 |
-4.14%
Mar 2011 – Mar 2021 |
0.60%
Feb 2011 – Feb 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COMIX (CM COMMODITY INDEX FUND CLASS I) |
27.81%
Apr 2020 – Apr 2023 |
17.44%
Mar 2020 – Mar 2025 |
9.15%
Mar 2016 – Mar 2026 |
1.49%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison Chart