Analysis at 2/6/2025 | YTD | 1 year | 3 years | 5 years |
---|---|---|---|---|
Performance | 6.79% | 18.90% | 16.90% | 78.65% |
Analysis at 2/6/2025 | 1 year | 3 years | 5 years |
---|---|---|---|
Volatility | 10.72% | 16.01% | 17.16% |
Negative volatility | 6.48% | 10.73% | 11.03% |
Sharpe | 1.09 | 0.21 | 0.68 |
Sortino | 1.80 | 0.31 | 1.06 |
2020 | 2021 | 2022 | 2023 | 2024 | 2025 | ||
Vontobel Commodity B Cap $ | -9.59% | 45.27% | 16.61% | -9.08% | 14.16% | 6.79% | |
Total Return - Materials | 0.75% | 2.72% | -3.47% | 4.56% | 6.09% | 0.83% |