Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PCRIX (COMMODITYREALRETURN STRATEGY FUND INSTITUTIONAL) | 8.67% | 7.23% | 2.47% | 17.61% | 4.63% | 2.00% | 1.36% | 3.66% |
Data as of 06/20/2025, AR inception is 09/18/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PCRIX (COMMODITYREALRETURN STRATEGY FUND INSTITUTIONAL) | 09/18/2002 | 06/20/2025 |
| 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 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.01 | 7.23 | 2.47 | 17.61 | 4.63 | 2.00 | 1.36 | 3.66 | 8.67 | 9.99 | 2.32 | 8.95 | 33.35 | 0.79 | 12.21 | -13.78 | 2.57 | 14.69 | -25.68 | -18.06 | -14.83 | 5.28 | -7.68 | 24.15 | 39.97 | -42.93 | 23.81 | -3.04 | 20.50 | 16.36 | 29.02 | -0.81 |
| Sharpe Ratio | NA | 0.26 | -0.01 | 0.22 | 0.06 | NA | NA | 0.06 | 1.04 | 0.26 | -0.01 | 0.29 | 2.00 | 0.03 | 0.92 | -1.24 | 0.20 | 0.93 | -1.55 | -1.76 | -1.28 | 0.37 | -0.41 | 1.39 | 1.62 | -1.27 | 1.28 | -0.33 | 1.01 | 0.81 | 1.76 | -0.20 |
| Standard Deviation(%) | NA | 13.68 | 91.78 | 72.01 | 51.96 | NA | NA | 37.32 | 15.04 | 12.92 | 157.59 | 25.85 | 16.62 | 20.09 | 11.69 | 12.19 | 9.74 | 15.61 | 16.62 | 10.29 | 11.65 | 14.18 | 18.92 | 17.36 | 24.64 | 34.29 | 16.39 | 19.30 | 18.16 | 18.95 | 16.08 | 18.79 |
| Draw Down(%) | NA | 9.49 | 70.06 | 72.74 | 72.74 | NA | NA | 78.69 | 9.49 | 10.28 | 67.19 | 23.80 | 11.08 | 34.86 | 8.09 | 17.74 | 11.66 | 8.56 | 29.18 | 26.62 | 18.23 | 13.72 | 21.00 | 13.85 | 17.79 | 63.07 | 7.23 | 14.84 | 10.11 | 10.59 | 14.25 | 7.76 |
| Yield(%) | 0.00 | 1.95 | 14.21 | 23.55 | 16.52 | 9.04 | 5.52 | 8.09 | 0.59 | 8.52 | 13.50 | 35.49 | 24.23 | 1.54 | 4.22 | 4.84 | 7.70 | 1.04 | 7.47 | 0.40 | 2.61 | 3.66 | 23.38 | 9.78 | 9.14 | 17.60 | 7.12 | 2.97 | 20.51 | 7.59 | 10.64 | 0.81 |
Data as of 06/20/2025, AR inception is 09/18/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PCRIX (COMMODITYREALRETURN STRATEGY FUND INSTITUTIONAL) |
-20.79%
Jan 2013 - Jan 2016 |
-14.20%
Feb 2011 - Feb 2016 |
-7.65%
Jun 2008 - Jun 2018 |
-4.14%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PCRIX (COMMODITYREALRETURN STRATEGY FUND INSTITUTIONAL) |
29.38%
Mar 2020 - Mar 2023 |
20.97%
Jun 2003 - Jun 2008 |
8.14%
Nov 2002 - Nov 2012 |
3.62%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart