Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RCSEX (COMMODITY STRATEGIES FUND CLASS E) | NA | -15.47% | -5.66% | -7.32% | -6.56% | NA | NA | -6.48% |
Data as of 07/09/2020, AR inception is 07/07/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RCSEX (COMMODITY STRATEGIES FUND CLASS E) | 07/07/2010 | 07/09/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.85 | -15.47 | -5.66 | -7.32 | -6.56 | NA | NA | -6.48 | -18.89 | 7.81 | -12.44 | 1.25 | 10.45 | -25.00 | -19.14 | -9.91 | -2.62 | -11.87 | 27.47 |
| Sharpe Ratio | NA | -1.01 | -0.52 | -0.63 | -0.53 | NA | NA | -0.52 | -1.71 | 0.62 | -1.22 | 0.06 | 0.72 | -1.72 | -2.16 | -1.02 | -0.20 | -0.68 | 3.98 |
| Standard Deviation(%) | NA | 16.12 | 12.59 | 12.90 | 13.14 | NA | NA | 13.13 | 19.57 | 10.40 | 11.28 | 9.60 | 14.12 | 14.52 | 8.88 | 9.74 | 13.30 | 17.52 | 16.02 |
| Draw Down(%) | NA | 28.27 | 34.97 | 39.45 | 67.35 | NA | NA | 67.35 | 28.27 | 8.92 | 16.56 | 12.26 | 7.92 | 26.63 | 24.55 | 14.75 | 15.06 | 22.06 | 8.12 |
| Yield(%) | 0.00 | 2.81 | 1.22 | 0.60 | 2.02 | 1.36 | 1.02 | 2.04 | 0.00 | 2.90 | 0.81 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.43 | 14.68 |
Data as of 07/09/2020, AR inception is 07/07/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RCSEX (COMMODITY STRATEGIES FUND CLASS E) |
-19.34%
Jan 2013 - Jan 2016 |
-15.10%
Feb 2011 - Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RCSEX (COMMODITY STRATEGIES FUND CLASS E) |
2.56%
Feb 2016 - Feb 2019 |
-4.56%
Dec 2014 - Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart