Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/25/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PCRAX (COMMODITYREALRETURN STRATEGY FUND A) | 5.90% | 4.55% | 0.58% | 19.35% | 15.78% | 8.78% | 6.65% | 8.37% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PCRAX (COMMODITYREALRETURN STRATEGY FUND A) | 12/27/2002 | 04/25/2025 |
The return data shown below all have the same latest date: 04/25/2025.
AR inception is since 12/27/2002.
AR inception is since 12/27/2002.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.24 | 4.55 | 0.58 | 19.35 | 15.78 | 8.78 | 6.65 | 8.37 | 5.90 | 9.59 | 2.14 | 8.54 | 32.66 | 201.19 | 12.37 | -14.24 | 2.19 | 14.30 | -26.06 | -18.55 | -15.03 | 4.79 | -8.22 | 24.02 | 39.53 | -43.30 | 23.17 | -3.45 | 19.92 | 15.79 | 28.74 | -1.38 |
| Sharpe Ratio | NA | -0.13 | -0.04 | 0.23 | 0.23 | NA | NA | 0.16 | 1.10 | 0.23 | -0.01 | 0.28 | 1.97 | 1.80 | 0.93 | -1.27 | 0.16 | 0.90 | -1.56 | -1.79 | -1.29 | 0.34 | -0.43 | 1.37 | 1.59 | -1.29 | 1.24 | -0.35 | 0.98 | 0.79 | 1.74 | -3.90 |
| Standard Deviation(%) | NA | 13.79 | 91.92 | 72.01 | 62.40 | NA | NA | 44.15 | 15.57 | 12.91 | 157.62 | 25.76 | 16.58 | 110.77 | 11.82 | 12.27 | 9.80 | 15.72 | 16.77 | 10.35 | 11.70 | 14.08 | 19.02 | 17.41 | 24.77 | 34.24 | 16.38 | 19.30 | 18.17 | 18.89 | 16.10 | 21.39 |
| Draw Down(%) | NA | 10.47 | 72.76 | 72.76 | 72.76 | NA | NA | 72.76 | 9.43 | 10.47 | 67.22 | 24.00 | 11.04 | 32.80 | 7.78 | 17.94 | 11.81 | 8.74 | 29.38 | 26.80 | 18.63 | 13.79 | 21.13 | 13.66 | 17.86 | 63.16 | 7.32 | 15.00 | 10.17 | 10.64 | 14.26 | 1.63 |
| Yield(%) | 0.00 | 1.69 | 12.32 | 22.66 | 35.42 | 15.45 | 8.14 | 10.67 | 0.00 | 7.83 | 13.47 | 36.42 | 24.57 | 3.65 | 4.50 | 4.63 | 7.46 | 0.68 | 7.13 | 0.15 | 2.05 | 3.00 | 23.30 | 9.83 | 8.71 | 17.27 | 6.64 | 2.60 | 20.08 | 7.16 | 10.75 | 6.13 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PCRAX (COMMODITYREALRETURN STRATEGY FUND A) |
-21.13%
Jan 2013 - Jan 2016 |
-14.59%
Feb 2011 - Feb 2016 |
-8.05%
Jun 2008 - Jun 2018 |
-2.34%
Nov 2004 - Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PCRAX (COMMODITYREALRETURN STRATEGY FUND A) |
77.71%
May 2019 - May 2022 |
40.32%
May 2017 - May 2022 |
16.72%
Mar 2015 - Mar 2025 |
11.08%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart