DFA Commodity Strategy I (DCMSX)

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  • Dividends
  • Performance
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  • Rolling Returns
  • Drawdowns

Basic Info 4.75 0(0.0%)

DFA Commodity Strategy I started on 11/10/2010
DFA Commodity Strategy I is classified as asset class COMMODITIES BROAD BASKET
DFA Commodity Strategy I expense ratio is 0.47%
DFA Commodity Strategy I rating is
(4%)

DFA Commodity Strategy I (DCMSX) Dividend Info

DFA Commodity Strategy I (DCMSX) dividend growth in the last 12 months is 16.36%

The trailing 12-month yield of DFA Commodity Strategy I is 2.92%. its dividend history:

Pay Date Cash Amount
Dec 13, 2024 $0.07
Sep 27, 2024 $0.039
Jun 27, 2024 $0.015
Mar 27, 2024 $0.004
Dec 13, 2023 $0.092
Sep 28, 2023 $0.018
Dec 14, 2022 $0.35
Sep 29, 2022 $0.015
Jun 29, 2022 $0.002
Dec 15, 2021 $2.152
Dec 16, 2020 $0.017
Mar 30, 2020 $0.003
Dec 17, 2019 $0.057
Jun 27, 2019 $0.026
Mar 28, 2019 $0.001
Dec 18, 2018 $0.0791
Sep 27, 2018 $0.0059
Dec 15, 2017 $0.149
Sep 28, 2017 $0.011
Jun 29, 2017 $0.013
Mar 30, 2017 $0.012
Dec 15, 2016 $0.048
Jun 29, 2016 $0.008
Mar 30, 2016 $0.009
Dec 16, 2014 $0.069
Jun 09, 2014 $0.01
Mar 10, 2014 $0.013
Dec 12, 2013 $0.025
Sep 10, 2013 $0.002
Jun 10, 2013 $0.018
Dec 13, 2012 $0.036
Sep 10, 2012 $0.013
Jun 08, 2012 $0.021
Dec 13, 2011 $0.032
Sep 08, 2011 $0.013
Jun 08, 2011 $0.009
Mar 08, 2011 $0.005

Dividend Growth History for DFA Commodity Strategy I (DCMSX)

Year
Payout Amount
Year Start Yield
Annual Payout Growth (YoY)
CAGR to 2024
2024 $0.128 2.96% 16.36% -
2023 $0.11 2.29% -70.03% 16.36%
2022 $0.367 7.73% -82.95% -40.94%
2021 $2.152 39.41% 10,660.00% -60.96%
2020 $0.02 0.36% -76.19% 59.05%
2019 $0.084 1.61% -1.18% 8.79%
2018 $0.085 1.42% -54.05% 7.06%
2017 $0.185 3.14% 184.62% -5.13%
2016 $0.065 1.23% - 8.84%
2014 $0.092 1.11% 104.44% 3.36%
2013 $0.045 0.49% -35.71% 9.97%
2012 $0.07 0.75% 18.64% 5.16%
2011 $0.059 0.56% - 6.14%

Dividend Growth Chart for DFA Commodity Strategy I (DCMSX)

DFA Commodity Strategy I (DCMSX) Dividend Calculator

$
Total Dividend Accrued
$ 1,460.00
Annualized Dividend Yield
10.68 %

DFA Commodity Strategy I (DCMSX) Historical Returns And Risk Info

From 11/10/2010 to 02/07/2025, the compound annualized total return (dividend reinvested) of DFA Commodity Strategy I (DCMSX) is -0.875%. Its cumulative total return (dividend reinvested) is -11.738%.

From 11/10/2010 to 02/07/2025, the Maximum Drawdown of DFA Commodity Strategy I (DCMSX) is 60.3%.

From 11/10/2010 to 02/07/2025, the Sharpe Ratio of DFA Commodity Strategy I (DCMSX) is -0.15.

From 11/10/2010 to 02/07/2025, the Annualized Standard Deviation of DFA Commodity Strategy I (DCMSX) is 14.2%.

From 11/10/2010 to 02/07/2025, the Beta of DFA Commodity Strategy I (DCMSX) is 0.72.

Last 1 Week* YTD*(2025) 1 Yr 3 Yr 5 Yr 10 Yr Since
11/10/2010
2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Annualized Return(%) -0.4 4.7 10.1 1.3 8.7 2.1 -0.9 5.9 -9.1 11.4 28.1 -1.8 8.0 -11.2 2.7 13.6 -24.0 -14.6 -9.1 1.3 -12.1 4.9
Sharpe Ratio NA 4.77 0.31 -0.17 0.38 0.04 -0.15 -0.06 -1.07 0.43 1.83 -0.12 0.64 -1.1 0.23 0.92 -1.6 -1.4 -0.91 0.09 -0.67 1.92
Draw Down(%) NA 2.3 11.1 27.9 27.9 38.2 60.3 11.1 12.0 20.3 10.5 27.0 8.2 15.3 10.2 8.1 27.0 23.8 13.9 15.0 22.1 7.2
Standard Deviation(%) NA 14.8 11.5 16.5 16.3 14.4 14.2 11.1 12.6 23.1 15.3 16.4 10.2 11.4 9.4 14.6 15.0 10.4 10.0 13.7 18.1 21.4
Treynor Ratio NA 0.71 0.05 -0.04 0.09 0.01 -0.03 -0.01 -0.19 0.13 0.42 -0.04 0.1 -0.2 0.03 0.18 -0.31 -0.19 -0.12 0.02 -0.16 0.45
Alpha NA 0.1 0.02 -0.01 0.0 0.0 0.0 0.01 -0.03 -0.01 0.01 0.01 0.0 -0.02 0.0 0.0 -0.01 0.04 -0.01 -0.01 -0.04 0.04
Beta NA 0.99 0.71 0.74 0.68 0.69 0.72 0.69 0.71 0.76 0.66 0.57 0.67 0.62 0.65 0.76 0.78 0.77 0.79 0.81 0.78 0.92
RSquare NA 0.86 0.76 0.76 0.71 0.74 0.74 0.75 0.8 0.75 0.73 0.57 0.78 0.62 0.73 0.86 0.85 0.72 0.7 0.78 0.8 0.89
Yield(%) N/A 0.0 3.0 3.9 10.8 4.6 N/A 3.0 2.3 7.7 39.4 0.4 1.6 1.4 3.1 1.2 0.0 1.1 0.5 0.7 0.6 0.0
Dividend Growth(%) N/A -100.0 16.4 -73.2 562.8 N/A N/A 16.4 -70.0 -82.9 10660.0 -76.2 -1.2 -54.1 184.6 N/A -100.0 104.4 -35.7 18.6 N/A N/A

Return Calculator for DFA Commodity Strategy I (DCMSX)

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DFA Commodity Strategy I (DCMSX) Historical Return Chart


DFA Commodity Strategy I (DCMSX) Rolling Returns Charts

A rolling return for a period such as 5-year, as of a specific date, represents the investment’s performance over the preceding five years leading up to that date. In the 5-year rolling chart, the value on any given date corresponds to the annualized return for the preceding 5 years up to that very date. Thus, for instance, the chart value on 8/28/2015 reflects the annualized return from 8/28/2010 to 8/28/2015. A 5-year rolling return chart for an investment (stock, fund or portfolio) depicts the return sequence of 5-year trailing returns for the dates in the chart.

These rolling returns contrast with the most recent 3, 5, 10, and 15-year returns, as they solely depict the returns for those respective periods leading up to the most recent date, without encompassing every date in the historical record.

Rolling return charts offer a more precise insight into a portfolio’s risk and return stability (including funds or individual stocks). This is particularly true when focusing on the minimal return points within a rolling return chart as a measure of a fund or a portfolio's risk. A well-known observation, often attributed to ‘Murphy’s law’, is that it tends to perform poorly when investors decide to follow an investment due to its recent strong returns. Sound familiar? Information regarding minimum rolling returns could help mitigate this predicament. Investors can opt for an investment showcasing high minimum rolling returns within their preferred holding durations. In fact, merely possessing knowledge of such minimum rolling period returns can anchor investors’ expectations.

For instance, let’s consider an investor who follows a model portfolio (or even simply purchases and holds a fund like VFINX or SPY) for 10 years. Armed with knowledge of this portfolio’s minimum 10-year rolling return since its inception date or the fund’s inception (in the case of VFINX, recognizing that the minimum 10-year rolling return since 1987 could be as low as -2.24%), the investor should reasonably anticipate the potential for the portfolio to incur losses over the forthcoming 10 years.

Minimum rolling return for a period such as 10-year offers a different and often better historical risk and return metric than other popular risk and return metrics such as Sharpe ratio, standard deviation (volatility) or maximum drawdown.

See Portfolio Calculator and Rolling Returns for more detailed description.

From 11/10/2010 to 02/07/2025, the worst annualized return of 3-year rolling returns for DFA Commodity Strategy I (DCMSX) is -17.15%.
From 11/10/2010 to 02/07/2025, the worst annualized return of 5-year rolling returns for DFA Commodity Strategy I (DCMSX) is -13.1%.
From 11/10/2010 to 02/07/2025, the worst annualized return of 10-year rolling returns for DFA Commodity Strategy I (DCMSX) is -5.34%.
From 11/10/2010 to 02/07/2025, the worst annualized return of 20-year rolling returns for DFA Commodity Strategy I (DCMSX) is NA.

DFA Commodity Strategy I (DCMSX) Maximum Drawdown



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