Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RCSAX (COMMODITY STRATEGIES FUND CLASS A) | NA | -12.52% | -14.47% | -7.83% | -10.67% | NA | NA | … | … |
Data as of 06/02/2021, Common starting date is 07/07/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RCSAX (COMMODITY STRATEGIES FUND CLASS A) | 07/07/2010 | 06/02/2021 |
| 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 | -12.52 | -14.47 | -7.83 | -10.67 | NA | NA | … | … | -31.02 | -1.33 | 7.81 | -12.44 | 1.12 | 10.45 | -25.00 | -19.14 | -9.91 | -2.62 | -11.92 | 27.63 |
| Sharpe Ratio | NA | -0.37 | -0.69 | -0.46 | -0.69 | NA | NA | … | … | -1.17 | -0.10 | 0.61 | -1.23 | 0.05 | 0.73 | -1.72 | -2.13 | -1.02 | -0.20 | -0.68 | 4.00 |
| Standard Deviation(%) | NA | 33.52 | 22.47 | 18.66 | 16.07 | NA | NA | … | … | 50.66 | 16.19 | 10.48 | 11.24 | 9.56 | 13.97 | 14.59 | 9.00 | 9.70 | 13.40 | 17.50 | 16.01 |
| Draw Down(%) | NA | 38.73 | 38.73 | 38.92 | 67.83 | NA | NA | … | … | 38.73 | 28.27 | 9.02 | 16.76 | 12.26 | 8.08 | 26.63 | 24.55 | 14.64 | 14.97 | 22.04 | 8.12 |
| Yield(%) | 0.00 | 29.19 | 7.82 | 5.15 | 1.54 | 2.18 | 1.64 | … | … | 22.74 | 0.23 | 3.04 | 0.80 | 1.11 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.46 | 14.74 |
Data as of 06/02/2021, 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 |
|---|---|---|---|---|
| RCSAX (COMMODITY STRATEGIES FUND CLASS A) |
-19.37%
Jan 2013 – Jan 2016 |
-15.11%
Feb 2011 – Feb 2016 |
-10.71%
May 2011 – May 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RCSAX (COMMODITY STRATEGIES FUND CLASS A) |
2.54%
Feb 2016 – Feb 2019 |
3.30%
Feb 2016 – Feb 2021 |
-6.01%
Aug 2010 – Aug 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart