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 |
|---|---|---|---|---|---|---|---|---|
| PCRDX (COMMODITYREALRETURN STRATEGY FUND D) | 5.90% | 4.55% | 0.58% | 19.35% | 15.69% | 8.69% | 6.58% | 9.41% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PCRDX (COMMODITYREALRETURN STRATEGY FUND D) | 06/28/2002 | 04/25/2025 |
The return data shown below all have the same latest date: 04/25/2025.
AR inception is since 06/28/2002.
AR inception is since 06/28/2002.
| 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 | 15.69 | 8.69 | 6.58 | 9.41 | 5.90 | 9.59 | 2.14 | 8.54 | 32.66 | 201.19 | 11.79 | -14.36 | 2.17 | 14.27 | -26.13 | -18.47 | -15.11 | 4.83 | -8.20 | 23.47 | 39.37 | -43.22 | 23.14 | -3.46 | 19.92 | 15.76 | 28.74 | 23.11 |
| Sharpe Ratio | NA | -0.13 | -0.04 | 0.23 | 0.22 | NA | NA | 0.18 | 1.10 | 0.23 | -0.01 | 0.28 | 1.97 | 1.80 | 0.89 | -1.28 | 0.16 | 0.89 | -1.58 | -1.81 | -1.30 | 0.34 | -0.43 | 1.34 | 1.59 | -1.28 | 1.23 | -0.35 | 0.98 | 0.78 | 1.74 | 3.46 |
| Standard Deviation(%) | NA | 13.79 | 91.92 | 72.01 | 62.39 | NA | NA | 43.72 | 15.57 | 12.91 | 157.62 | 25.76 | 16.58 | 110.78 | 11.67 | 12.29 | 9.85 | 15.85 | 16.57 | 10.21 | 11.64 | 14.09 | 19.05 | 17.51 | 24.63 | 34.27 | 16.42 | 19.29 | 18.20 | 19.05 | 16.13 | 14.32 |
| 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 | 8.14 | 17.93 | 11.79 | 8.73 | 29.42 | 26.84 | 18.58 | 13.75 | 21.16 | 14.09 | 17.95 | 63.15 | 7.38 | 14.99 | 10.21 | 10.69 | 14.25 | 2.91 |
| Yield(%) | 0.00 | 1.69 | 12.32 | 22.66 | 35.27 | 15.37 | 8.12 | 13.29 | 0.00 | 7.83 | 13.47 | 36.42 | 24.57 | 3.67 | 3.99 | 4.64 | 7.42 | 0.68 | 7.09 | 0.20 | 2.07 | 3.05 | 23.25 | 9.44 | 8.67 | 17.25 | 6.63 | 2.59 | 20.08 | 7.14 | 10.77 | 7.62 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PCRDX (COMMODITYREALRETURN STRATEGY FUND D) |
-21.11%
Jan 2013 - Jan 2016 |
-14.60%
Feb 2011 - Feb 2016 |
-8.11%
Jun 2008 - Jun 2018 |
-2.36%
Oct 2004 - Oct 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PCRDX (COMMODITYREALRETURN STRATEGY FUND D) |
77.40%
May 2019 - May 2022 |
40.13%
May 2017 - May 2022 |
16.63%
Mar 2015 - Mar 2025 |
11.00%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart