Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HCCSX (THE COMMODITY RETURNS STRATEGY PORTFOLIO HC STRATEGIC SHARES) | NA | 9.42% | -2.75% | 3.44% | -2.96% | NA | NA | … | … |
Data as of 03/04/2021, Common starting date is 06/11/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HCCSX (THE COMMODITY RETURNS STRATEGY PORTFOLIO HC STRATEGIC SHARES) | 06/11/2010 | 03/04/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.11 | 9.42 | -2.75 | 3.44 | -2.96 | NA | NA | … | … | 6.22 | -11.16 | 13.86 | -16.36 | 11.55 | 23.19 | -21.98 | -1.90 | -1.20 | 3.43 | -17.31 | 23.28 |
| Sharpe Ratio | NA | 0.26 | -0.14 | 0.13 | -0.17 | NA | NA | … | … | 2.70 | -0.31 | 1.00 | -1.08 | 1.21 | 1.20 | -1.22 | -0.17 | -0.10 | 0.20 | -0.67 | 2.14 |
| Standard Deviation(%) | NA | 36.57 | 24.33 | 20.66 | 19.38 | NA | NA | … | … | 16.12 | 36.92 | 12.41 | 16.36 | 9.08 | 19.08 | 18.04 | 11.26 | 11.88 | 16.66 | 25.88 | 21.19 |
| Draw Down(%) | NA | 36.31 | 50.84 | 50.84 | 57.88 | NA | NA | … | … | 5.95 | 45.43 | 12.84 | 24.42 | 8.46 | 12.52 | 26.90 | 24.15 | 13.62 | 19.42 | 30.51 | 9.90 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 1.26 | 1.12 | 0.84 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 16.28 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/04/2021, Common starting date is 06/11/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCCSX (THE COMMODITY RETURNS STRATEGY PORTFOLIO HC STRATEGIC SHARES) |
-13.90%
Mar 2017 – Mar 2020 |
-10.09%
Feb 2011 – Feb 2016 |
-3.58%
Oct 2010 – Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCCSX (THE COMMODITY RETURNS STRATEGY PORTFOLIO HC STRATEGIC SHARES) |
10.58%
Sep 2015 – Sep 2018 |
4.82%
Feb 2016 – Feb 2021 |
-1.54%
Aug 2010 – Aug 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart