Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMDT (PIMCO Commodity Strategy Active Exchange-Traded Fund) | NA | 1.11% | 0.08% | -6.61% | NA | NA | NA | … | … |
Data as of 10/12/2018, Common starting date is 08/14/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMDT (PIMCO Commodity Strategy Active Exchange-Traded Fund) | 08/14/2013 | 10/12/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.30 | 1.11 | 0.08 | -6.61 | NA | NA | NA | … | … | -1.91 | 1.50 | 14.36 | -25.25 | -16.14 | -0.10 |
| Sharpe Ratio | NA | -0.01 | -0.05 | -0.58 | NA | NA | NA | … | … | -0.37 | 0.10 | 1.03 | -1.62 | -1.67 | -0.03 |
| Standard Deviation(%) | NA | 9.88 | 11.36 | 11.93 | NA | NA | NA | … | … | 10.00 | 9.20 | 13.72 | 15.58 | 9.67 | 9.79 |
| Draw Down(%) | NA | 10.28 | 17.32 | 45.38 | NA | NA | NA | … | … | 10.28 | 10.16 | 8.95 | 26.42 | 22.26 | 6.19 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/12/2018, Common starting date is 08/14/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMDT (PIMCO Commodity Strategy Active Exchange-Traded Fund) |
-13.76%
Jun 2014 – Jun 2017 |
-6.69%
Sep 2013 – Sep 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMDT (PIMCO Commodity Strategy Active Exchange-Traded Fund) |
0.46%
Sep 2015 – Sep 2018 |
-6.69%
Sep 2013 – Sep 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart