Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RCCSX (COMMODITY STRATEGIES FUND CLASS S) | NA | 13.93% | -8.02% | -3.18% | -8.05% | NA | NA | … | … |
Data as of 05/14/2021, Common starting date is 07/07/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RCCSX (COMMODITY STRATEGIES FUND CLASS S) | 07/07/2010 | 05/14/2021 |
| 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 (%) | 0.00 | 13.93 | -8.02 | -3.18 | -8.05 | NA | NA | … | … | -13.51 | -1.21 | 8.12 | -12.36 | 1.58 | 10.53 | -24.67 | -19.02 | -9.67 | -2.41 | -11.67 | 27.75 |
| Sharpe Ratio | NA | 0.55 | -0.48 | -0.24 | -0.59 | NA | NA | … | … | -0.84 | -0.09 | 0.64 | -1.20 | 0.10 | 0.73 | -1.73 | -2.14 | -1.00 | -0.19 | -0.67 | 4.01 |
| Standard Deviation(%) | NA | 25.05 | 18.40 | 15.79 | 14.45 | NA | NA | … | … | 39.02 | 16.05 | 10.48 | 11.37 | 9.52 | 14.16 | 14.29 | 8.89 | 9.72 | 13.35 | 17.49 | 16.06 |
| Draw Down(%) | NA | 24.41 | 34.83 | 34.83 | 65.09 | NA | NA | … | … | 24.41 | 28.27 | 8.91 | 16.62 | 12.09 | 8.00 | 26.54 | 24.50 | 14.58 | 14.95 | 21.93 | 8.11 |
| Yield(%) | 0.00 | 30.34 | 7.85 | 5.36 | 1.67 | 2.24 | 1.68 | … | … | 22.49 | 0.52 | 3.20 | 1.05 | 1.38 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.69 | 14.75 |
Data as of 05/14/2021, Common starting date is 07/07/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RCCSX (COMMODITY STRATEGIES FUND CLASS S) |
-19.13%
Jan 2013 – Jan 2016 |
-14.88%
Feb 2011 – Feb 2016 |
-8.90%
Apr 2011 – Apr 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RCCSX (COMMODITY STRATEGIES FUND CLASS S) |
2.77%
Feb 2016 – Feb 2019 |
3.56%
Feb 2016 – Feb 2021 |
-5.79%
Aug 2010 – Aug 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart