Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RCSYX (COMMODITY STRATEGIES FUND CLASS Y) | NA | 12.68% | -8.16% | -3.21% | -7.99% | NA | NA | … | … |
Data as of 05/14/2021, Common starting date is 07/07/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RCSYX (COMMODITY STRATEGIES FUND CLASS Y) | 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 | 12.68 | -8.16 | -3.21 | -7.99 | NA | NA | … | … | -14.40 | -1.21 | 8.35 | -12.06 | 1.55 | 11.05 | -24.67 | -18.84 | -9.44 | -2.31 | -11.51 | 27.83 |
| Sharpe Ratio | NA | 0.48 | -0.48 | -0.24 | -0.58 | NA | NA | … | … | -0.85 | -0.09 | 0.67 | -1.18 | 0.09 | 0.78 | -1.72 | -2.13 | -0.98 | -0.18 | -0.66 | 4.02 |
| Standard Deviation(%) | NA | 26.10 | 18.90 | 16.14 | 14.64 | NA | NA | … | … | 40.87 | 16.21 | 10.34 | 11.36 | 9.78 | 13.92 | 14.34 | 8.85 | 9.63 | 13.32 | 17.60 | 16.06 |
| Draw Down(%) | NA | 25.15 | 34.66 | 34.66 | 64.55 | NA | NA | … | … | 25.15 | 28.24 | 8.82 | 16.43 | 11.99 | 7.93 | 26.38 | 24.39 | 14.36 | 15.03 | 21.84 | 8.11 |
| Yield(%) | 0.00 | 30.33 | 8.00 | 5.50 | 1.73 | 2.29 | 1.71 | … | … | 22.37 | 0.69 | 3.47 | 1.24 | 1.55 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.85 | 14.82 |
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 |
|---|---|---|---|---|
| RCSYX (COMMODITY STRATEGIES FUND CLASS Y) |
-19.03%
Jan 2013 – Jan 2016 |
-14.74%
Feb 2011 – Feb 2016 |
-8.84%
Apr 2011 – Apr 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RCSYX (COMMODITY STRATEGIES FUND CLASS Y) |
2.95%
Feb 2016 – Feb 2019 |
3.75%
Feb 2016 – Feb 2021 |
-5.61%
Aug 2010 – Aug 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart