PIMCO Commodity Real Ret Strat Instl (PCRIX): Historical Returns

Data Source: from July 2002 to February 2024 (~22 years)
Consolidated Returns as of 29 February 2024
Category: Commodities
PIMCO Commodity Real Ret Strat Instl (PCRIX) Fund
FUND • LIVE PERFORMANCE (USD currency)
1.99%
February 2024

In the last 20 Years, the PIMCO Commodity Real Ret Strat Instl (PCRIX) Fund obtained a 0.66% compound annual return, with a 18.93% standard deviation.

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Investment Returns as of Feb 29, 2024

The PIMCO Commodity Real Ret Strat Instl (PCRIX) Fund guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
PIMCO COMMODITY REAL RET STRAT INSTL (PCRIX) FUND
Consolidated returns as of 29 February 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 20Y MAX
(~22Y)
PIMCO Commodity Real Ret Strat Instl (PCRIX) Fund n.a. n.a. -1.99 -5.67 -3.65 6.71 -1.47 0.66 3.39
US Inflation Adjusted return -1.99 -6.73 -6.20 2.51 -4.13 -1.85 0.82
Returns over 1 year are annualized | Available data source: since Jul 2002
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 20Y: 2.56%

In 2023, the PIMCO Commodity Real Ret Strat Instl (PCRIX) Fund granted a 4.40% dividend yield. If you are interested in getting periodic income, please refer to the PIMCO Commodity Real Ret Strat Instl (PCRIX) Fund: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 2004, now would be worth 1.14$, with a total return of 14.16% (0.66% annualized).

The Inflation Adjusted Capital now would be 0.69$, with a net total return of -31.18% (-1.85% annualized).
An investment of 1$, since July 2002, now would be worth 2.06$, with a total return of 105.74% (3.39% annualized).

The Inflation Adjusted Capital now would be 1.19$, with a net total return of 19.32% (0.82% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of PIMCO Commodity Real Ret Strat Instl (PCRIX) Fund, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
PIMCO COMMODITY REAL RET STRAT INSTL (PCRIX) FUND
Advanced Metrics
Data Source: 1 July 2002 - 29 February 2024 (~22 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y MAX
(~22Y)
Investment Return (%) -1.99 -3.24 -5.67 -3.65 6.33 6.71 -1.47 0.66 3.39
Infl. Adjusted Return (%) details -1.99 -3.76 -6.73 -6.20 0.77 2.51 -4.13 -1.85 0.82
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.55
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Deepest Drawdown Depth (%) -7.67 -26.82 -28.37 -55.23 -68.99 -68.99
Start to Recovery (# months) details 4 21* 12 95 188* 188*
Start (yyyy mm) 2023 04 2022 06 2020 01 2014 05 2008 07 2008 07
Start to Bottom (# months) 2 12 3 71 141 141
Bottom (yyyy mm) 2023 05 2023 05 2020 03 2020 03 2020 03 2020 03
Bottom to End (# months) 2 9 9 24 47 47
End (yyyy mm) 2023 07 - 2020 12 2022 03 - -
Longest Drawdown Depth (%) -6.56
same as
deepest
-26.82
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 7* 21*
Start (yyyy mm) 2023 08 2022 06 2022 06 2014 05 2008 07 2008 07
Start to Bottom (# months) 7 12 12 71 141 141
Bottom (yyyy mm) 2024 02 2023 05 2023 05 2020 03 2020 03 2020 03
Bottom to End (# months) 0 9 9 24 47 47
End (yyyy mm) - - - 2022 03 - -
Longest negative period (# months) details 12* 29* 29* 120* 227* 227*
Period Start (yyyy mm) 2023 03 2021 10 2021 10 2014 03 2005 04 2005 04
Period End (yyyy mm) 2024 02 2024 02 2024 02 2024 02 2024 02 2024 02
Annualized Return (%) -3.65 -0.31 -0.31 -1.47 -0.08 -0.08
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -8.16 -29.72 -29.72 -58.99 -73.88 -73.88
Start to Recovery (# months) details 4 21* 21* 118* 188* 188*
Start (yyyy mm) 2023 04 2022 06 2022 06 2014 05 2008 07 2008 07
Start to Bottom (# months) 2 12 12 71 141 141
Bottom (yyyy mm) 2023 05 2023 05 2023 05 2020 03 2020 03 2020 03
Bottom to End (# months) 2 9 9 47 47 47
End (yyyy mm) 2023 07 - - - - -
Longest Drawdown Depth (%) -8.09
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 7*
Start (yyyy mm) 2023 08 2022 06 2022 06 2014 05 2008 07 2008 07
Start to Bottom (# months) 7 12 12 71 141 141
Bottom (yyyy mm) 2024 02 2023 05 2023 05 2020 03 2020 03 2020 03
Bottom to End (# months) 0 9 9 47 47 47
End (yyyy mm) - - - - - -
Longest negative period (# months) details 12* 34* 34* 120* 240* 254*
Period Start (yyyy mm) 2023 03 2021 05 2021 05 2014 03 2004 03 2003 01
Period End (yyyy mm) 2024 02 2024 02 2024 02 2024 02 2024 02 2024 02
Annualized Return (%) -6.20 -1.26 -1.26 -4.13 -1.85 -0.13
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y MAX
Standard Deviation (%) 10.93 17.47 18.53 16.27 18.93 19.05
Sharpe Ratio -0.81 0.23 0.26 -0.16 -0.04 -0.03
Sortino Ratio -1.22 0.29 0.33 -0.22 -0.05 -0.04
Ulcer Index 3.88 15.04 13.78 32.66 41.12 39.53
Ratio: Return / Standard Deviation -0.33 0.36 0.36 -0.09 0.04 0.18
Ratio: Return / Deepest Drawdown -0.48 0.24 0.24 -0.03 0.01 0.05
% Positive Months details 33% 55% 60% 51% 55% 56%
Positive Months 4 20 36 62 133 148
Negative Months 8 16 24 58 107 112
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Best 10 Years Return (%) - Annualized -1.47 3.41 9.86
Worst 10 Years Return (%) - Annualized -7.71 -7.71
Best 10 Years Return (%) - Annualized -4.13 1.08 7.27
Worst 10 Years Return (%) - Annualized -9.02 -9.02
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Over the latest 20Y
Best Rolling Return (%) - Annualized 64.62 25.17 13.08 3.41 0.66
Worst Rolling Return (%) - Annualized -58.08 -20.80 -14.17 -7.71
% Positive Periods 53% 42% 50% 11% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 53.28 19.74 12.60 5.17 4.19
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 58.06 20.89 9.14 1.08 -1.85
Worst Rolling Return (%) - Annualized -58.08 -21.46 -15.32 -9.02
% Positive Periods 45% 39% 38% 5% 0%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 53.28 19.74 12.60 5.17 4.19
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jul 2002 - Feb 2024)
Best Rolling Return (%) - Annualized 64.62 27.00 21.03 9.86 4.57
Worst Rolling Return (%) - Annualized -58.08 -20.80 -14.17 -7.71 0.66
% Positive Periods 57% 48% 54% 24% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 53.28 19.74 12.60 5.17 4.19
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 58.06 23.54 16.94 7.27 2.02
Worst Rolling Return (%) - Annualized -58.08 -21.46 -15.32 -9.02 -1.85
% Positive Periods 50% 44% 42% 19% 52%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 53.28 19.74 12.60 5.17 4.19
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Feb 29, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of PIMCO Commodity Real Ret Strat Instl (PCRIX) Fund vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

PIMCO COMMODITY REAL RET STRAT INSTL (PCRIX) FUND
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs PCRIX
Asset Class 1 Year 5 Years 10 Years Since
Jul 2002
VTI
US Total Stock Market
0.20
0.56
0.51
0.45
SPY
US Large Cap
0.21
0.55
0.50
0.44
IJR
US Small Cap
0.18
0.59
0.50
0.42
VNQ
US REITs
0.15
0.54
0.39
0.37
QQQ
US Technology
-0.06
0.39
0.35
0.32
PFF
Preferred Stocks
0.14
0.43
0.36
0.38
EFA
EAFE Stocks
0.32
0.60
0.56
0.54
VT
World All Countries
0.27
0.61
0.57
0.54
EEM
Emerging Markets
0.36
0.57
0.56
0.57
VGK
Europe
0.32
0.60
0.55
0.52
VPL
Pacific
0.25
0.58
0.54
0.52
FLLA
Latin America
0.22
0.61
0.58
0.58
BND
US Total Bond Market
0.05
0.11
0.06
0.17
TLT
Long Term Treasuries
-0.02
-0.20
-0.23
-0.11
BIL
US Cash
0.06
-0.32
-0.14
-0.03
TIP
TIPS
0.20
0.35
0.33
0.49
LQD
Invest. Grade Bonds
0.10
0.26
0.23
0.29
HYG
High Yield Bonds
0.23
0.57
0.58
0.49
CWB
US Convertible Bonds
0.13
0.54
0.51
0.51
BNDX
International Bonds
-0.09
0.11
0.01
0.26
EMB
Emerg. Market Bonds
0.20
0.50
0.45
0.45
GLD
Gold
0.20
0.20
0.23
0.44
DBC
Commodities
0.93
0.91
0.91
0.93

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

PIMCO COMMODITY REAL RET STRAT INSTL (PCRIX) FUND
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 July 2002 - 29 February 2024 (~22 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-68.99% Jul 2008 Mar 2020 141 in progress 47 188 46.38
-9.46% Oct 2005 Mar 2006 6 Nov 2006 8 14 5.66
-7.96% Dec 2006 Jan 2007 2 Sep 2007 8 10 4.19
-7.41% Mar 2008 Mar 2008 1 Jun 2008 3 4 4.46
-7.31% Apr 2004 Jun 2004 3 Sep 2004 3 6 4.51
-5.14% Nov 2004 Dec 2004 2 Feb 2005 2 4 3.08
-4.60% Apr 2005 May 2005 2 Aug 2005 3 5 2.82
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 16 15.1 Months 6.64%
 
DD = 0% 6.64%
 
0% < DD <= -5% 24 10.0 Months 9.96%
 
DD <= -5% 16.60%
 
-5% < DD <= -10% 13 18.5 Months 5.39%
 
DD <= -10% 21.99%
 
-10% < DD <= -15% 1 241.0 Months 0.41%
 
DD <= -15% 22.41%
 
-15% < DD <= -20% 6 40.2 Months 2.49%
 
DD <= -20% 24.90%
 
-20% < DD <= -25% 11 21.9 Months 4.56%
 
DD <= -25% 29.46%
 
-25% < DD <= -30% 13 18.5 Months 5.39%
 
DD <= -30% 34.85%
 
-30% < DD <= -35% 19 12.7 Months 7.88%
 
DD <= -35% 42.74%
 
-35% < DD <= -40% 27 8.9 Months 11.20%
 
DD <= -40% 53.94%
 
-40% < DD <= -45% 20 12.1 Months 8.30%
 
DD <= -45% 62.24%
 
-45% < DD <= -50% 12 20.1 Months 4.98%
 
DD <= -50% 67.22%
 
-50% < DD <= -55% 11 21.9 Months 4.56%
 
DD <= -55% 71.78%
 
-55% < DD <= -60% 53 4.5 Months 21.99%
 
DD <= -60% 93.78%
 
-60% < DD <= -65% 11 21.9 Months 4.56%
 
DD <= -65% 98.34%
 
-65% < DD <= -70% 4 60.3 Months 1.66%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-73.88% Jul 2008 Mar 2020 141 in progress 47 188 52.27
-11.03% Oct 2005 Sep 2006 12 Sep 2007 12 24 6.43
-8.19% Apr 2004 Jun 2004 3 Sep 2004 3 6 5.11
-7.74% Mar 2008 Mar 2008 1 Jun 2008 3 4 4.91
-5.58% Nov 2004 Dec 2004 2 Feb 2005 2 4 3.38
-4.85% Apr 2005 May 2005 2 Aug 2005 3 5 3.08
-0.41% Nov 2007 Nov 2007 1 Dec 2007 1 2 0.23
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 14 17.2 Months 5.81%
 
DD = 0% 5.81%
 
0% < DD <= -5% 17 14.2 Months 7.05%
 
DD <= -5% 12.86%
 
-5% < DD <= -10% 21 11.5 Months 8.71%
 
DD <= -10% 21.58%
 
-10% < DD <= -15% 2 120.5 Months 0.83%
 
DD <= -15% 22.41%
 
-15% < DD <= -20% 2 120.5 Months 0.83%
 
DD <= -20% 23.24%
 
-20% < DD <= -25% 6 40.2 Months 2.49%
 
DD <= -25% 25.73%
 
-25% < DD <= -30% 10 24.1 Months 4.15%
 
DD <= -30% 29.88%
 
-30% < DD <= -35% 14 17.2 Months 5.81%
 
DD <= -35% 35.68%
 
-35% < DD <= -40% 13 18.5 Months 5.39%
 
DD <= -40% 41.08%
 
-40% < DD <= -45% 18 13.4 Months 7.47%
 
DD <= -45% 48.55%
 
-45% < DD <= -50% 12 20.1 Months 4.98%
 
DD <= -50% 53.53%
 
-50% < DD <= -55% 16 15.1 Months 6.64%
 
DD <= -55% 60.17%
 
-55% < DD <= -60% 30 8.0 Months 12.45%
 
DD <= -60% 72.61%
 
-60% < DD <= -65% 47 5.1 Months 19.50%
 
DD <= -65% 92.12%
 
-65% < DD <= -70% 15 16.1 Months 6.22%
 
DD <= -70% 98.34%
 
-70% < DD <= -100% 4 60.3 Months 1.66%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-68.99% Jul 2008 Mar 2020 141 in progress 47 188 46.38
-10.85% Mar 2003 Apr 2003 2 Oct 2003 6 8 6.12
-9.46% Oct 2005 Mar 2006 6 Nov 2006 8 14 5.66
-7.96% Dec 2006 Jan 2007 2 Sep 2007 8 10 4.19
-7.41% Mar 2008 Mar 2008 1 Jun 2008 3 4 4.46
-7.31% Apr 2004 Jun 2004 3 Sep 2004 3 6 4.51
-5.14% Nov 2004 Dec 2004 2 Feb 2005 2 4 3.08
-4.60% Apr 2005 May 2005 2 Aug 2005 3 5 2.82
-2.82% Oct 2002 Oct 2002 1 Dec 2002 2 3 1.94
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 27 9.7 Months 10.34%
 
DD = 0% 10.34%
 
0% < DD <= -5% 30 8.7 Months 11.49%
 
DD <= -5% 21.84%
 
-5% < DD <= -10% 14 18.6 Months 5.36%
 
DD <= -10% 27.20%
 
-10% < DD <= -15% 3 87.0 Months 1.15%
 
DD <= -15% 28.35%
 
-15% < DD <= -20% 6 43.5 Months 2.30%
 
DD <= -20% 30.65%
 
-20% < DD <= -25% 11 23.7 Months 4.21%
 
DD <= -25% 34.87%
 
-25% < DD <= -30% 13 20.1 Months 4.98%
 
DD <= -30% 39.85%
 
-30% < DD <= -35% 19 13.7 Months 7.28%
 
DD <= -35% 47.13%
 
-35% < DD <= -40% 27 9.7 Months 10.34%
 
DD <= -40% 57.47%
 
-40% < DD <= -45% 20 13.1 Months 7.66%
 
DD <= -45% 65.13%
 
-45% < DD <= -50% 12 21.8 Months 4.60%
 
DD <= -50% 69.73%
 
-50% < DD <= -55% 11 23.7 Months 4.21%
 
DD <= -55% 73.95%
 
-55% < DD <= -60% 53 4.9 Months 20.31%
 
DD <= -60% 94.25%
 
-60% < DD <= -65% 11 23.7 Months 4.21%
 
DD <= -65% 98.47%
 
-65% < DD <= -70% 4 65.3 Months 1.53%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-73.88% Jul 2008 Mar 2020 141 in progress 47 188 52.27
-11.03% Oct 2005 Sep 2006 12 Sep 2007 12 24 6.43
-10.65% Mar 2003 Apr 2003 2 Oct 2003 6 8 6.13
-8.19% Apr 2004 Jun 2004 3 Sep 2004 3 6 5.11
-7.74% Mar 2008 Mar 2008 1 Jun 2008 3 4 4.91
-5.58% Nov 2004 Dec 2004 2 Feb 2005 2 4 3.38
-4.85% Apr 2005 May 2005 2 Aug 2005 3 5 3.08
-3.04% Oct 2002 Oct 2002 1 Dec 2002 2 3 2.14
-0.41% Nov 2007 Nov 2007 1 Dec 2007 1 2 0.23
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 25 10.4 Months 9.58%
 
DD = 0% 9.58%
 
0% < DD <= -5% 23 11.3 Months 8.81%
 
DD <= -5% 18.39%
 
-5% < DD <= -10% 22 11.9 Months 8.43%
 
DD <= -10% 26.82%
 
-10% < DD <= -15% 4 65.3 Months 1.53%
 
DD <= -15% 28.35%
 
-15% < DD <= -20% 2 130.5 Months 0.77%
 
DD <= -20% 29.12%
 
-20% < DD <= -25% 6 43.5 Months 2.30%
 
DD <= -25% 31.42%
 
-25% < DD <= -30% 10 26.1 Months 3.83%
 
DD <= -30% 35.25%
 
-30% < DD <= -35% 14 18.6 Months 5.36%
 
DD <= -35% 40.61%
 
-35% < DD <= -40% 13 20.1 Months 4.98%
 
DD <= -40% 45.59%
 
-40% < DD <= -45% 18 14.5 Months 6.90%
 
DD <= -45% 52.49%
 
-45% < DD <= -50% 12 21.8 Months 4.60%
 
DD <= -50% 57.09%
 
-50% < DD <= -55% 16 16.3 Months 6.13%
 
DD <= -55% 63.22%
 
-55% < DD <= -60% 30 8.7 Months 11.49%
 
DD <= -60% 74.71%
 
-60% < DD <= -65% 47 5.6 Months 18.01%
 
DD <= -65% 92.72%
 
-65% < DD <= -70% 15 17.4 Months 5.75%
 
DD <= -70% 98.47%
 
-70% < DD <= -100% 4 65.3 Months 1.53%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

PIMCO COMMODITY REAL RET STRAT INSTL (PCRIX) FUND
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 July 2002 - 29 February 2024 (~22 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -58.08 03/2008
02/2009
0.41$ -17.99 0.82$ 1.20 1.01$ 32.24 1.32$ 64.62 05/2020
04/2021
1.64$ -3.65 46.72%
2Y -26.30 03/2014
02/2016
0.54$ -15.44 0.71$ 0.17 1.00$ 16.12 1.34$ 54.81 05/2020
04/2022
2.39$ -6.96 49.77%
3Y -20.80 02/2013
01/2016
0.49$ -11.32 0.69$ -1.43 0.95$ 14.96 1.51$ 25.17 04/2020
03/2023
1.96$ 6.33 57.07%
5Y -14.17 03/2011
02/2016
0.46$ -9.40 0.61$ 0.01 1.00$ 6.73 1.38$ 13.08 06/2017
05/2022
1.84$ 6.71 49.72%
7Y -11.49 04/2013
03/2020
0.42$ -7.87 0.56$ -1.73 0.88$ 4.96 1.40$ 7.92 05/2004
04/2011
1.70$ 4.03 57.96%
10Y -7.71 07/2008
06/2018
0.44$ -5.07 0.59$ -3.08 0.73$ -0.35 0.96$ 3.41 07/2004
06/2014
1.39$ -1.47 88.43%
15Y -4.18 04/2005
03/2020
0.52$ -2.97 0.63$ -1.33 0.81$ 0.51 1.07$ 2.57 03/2009
02/2024
1.46$ 2.57 78.69%
20Y 0.66 03/2004
02/2024
1.14$ 0.66 1.14$ 0.66 1.14$ 0.66 1.14$ 0.66 03/2004
02/2024
1.14$ 0.66 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -58.08 03/2008
02/2009
0.41$ -18.74 0.81$ -1.40 0.98$ 25.68 1.25$ 58.06 05/2020
04/2021
1.58$ -6.20 54.15%
2Y -26.58 03/2014
02/2016
0.53$ -16.16 0.70$ -2.26 0.95$ 12.01 1.25$ 45.80 05/2020
04/2022
2.12$ -10.82 56.22%
3Y -21.46 02/2013
01/2016
0.48$ -12.64 0.66$ -3.09 0.91$ 10.40 1.34$ 20.89 03/2009
02/2012
1.76$ 0.77 60.49%
5Y -15.32 03/2011
02/2016
0.43$ -10.76 0.56$ -2.33 0.88$ 3.50 1.18$ 9.14 06/2017
05/2022
1.54$ 2.51 61.33%
7Y -12.82 04/2013
03/2020
0.38$ -9.21 0.50$ -3.29 0.79$ 1.62 1.11$ 5.20 05/2004
04/2011
1.42$ 0.55 68.79%
10Y -9.02 07/2008
06/2018
0.38$ -6.71 0.49$ -4.77 0.61$ -2.39 0.78$ 1.08 07/2004
06/2014
1.11$ -4.13 94.21%
15Y -6.02 04/2005
03/2020
0.39$ -4.84 0.47$ -3.30 0.60$ -1.82 0.75$ 0.03 03/2009
02/2024
1.00$ 0.03 98.36%
20Y -1.85 03/2004
02/2024
0.68$ -1.85 0.68$ -1.85 0.68$ -1.85 0.68$ -1.85 03/2004
02/2024
0.68$ -1.85 100.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -58.08 03/2008
02/2009
0.41$ -17.22 0.82$ 2.70 1.02$ 33.48 1.33$ 64.62 05/2020
04/2021
1.64$ -3.65 42.97%
2Y -26.30 03/2014
02/2016
0.54$ -15.02 0.72$ 2.38 1.04$ 20.75 1.45$ 54.81 05/2020
04/2022
2.39$ -6.96 45.57%
3Y -20.80 02/2013
01/2016
0.49$ -10.74 0.71$ -0.28 0.99$ 16.92 1.59$ 27.00 09/2002
08/2005
2.04$ 6.33 52.00%
5Y -14.17 03/2011
02/2016
0.46$ -9.36 0.61$ 0.55 1.02$ 7.78 1.45$ 21.03 07/2003
06/2008
2.59$ 6.71 45.77%
7Y -11.49 04/2013
03/2020
0.42$ -7.63 0.57$ -0.23 0.98$ 6.40 1.54$ 9.31 12/2002
11/2009
1.86$ 4.03 51.41%
10Y -7.71 07/2008
06/2018
0.44$ -5.04 0.59$ -1.81 0.83$ 3.03 1.34$ 9.86 08/2002
07/2012
2.56$ -1.47 75.89%
15Y -4.18 04/2005
03/2020
0.52$ -2.66 0.66$ -1.01 0.85$ 1.58 1.26$ 2.57 03/2009
02/2024
1.46$ 2.57 64.20%
20Y 0.66 03/2004
02/2024
1.14$ 1.29 1.29$ 2.59 1.66$ 3.56 2.01$ 4.57 08/2002
07/2022
2.44$ 0.66 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -58.08 03/2008
02/2009
0.41$ -18.18 0.81$ 0.41 1.00$ 28.65 1.28$ 58.06 05/2020
04/2021
1.58$ -6.20 49.80%
2Y -26.58 03/2014
02/2016
0.53$ -15.87 0.70$ -0.79 0.98$ 17.68 1.38$ 45.80 05/2020
04/2022
2.12$ -10.82 51.48%
3Y -21.46 02/2013
01/2016
0.48$ -12.30 0.67$ -2.30 0.93$ 12.32 1.41$ 23.54 09/2002
08/2005
1.88$ 0.77 55.11%
5Y -15.32 03/2011
02/2016
0.43$ -10.65 0.56$ -1.59 0.92$ 4.52 1.24$ 16.94 07/2003
06/2008
2.18$ 2.51 57.21%
7Y -12.82 04/2013
03/2020
0.38$ -9.05 0.51$ -2.22 0.85$ 3.51 1.27$ 6.54 12/2002
11/2009
1.55$ 0.55 61.02%
10Y -9.02 07/2008
06/2018
0.38$ -6.60 0.50$ -4.21 0.65$ 0.65 1.06$ 7.27 08/2002
07/2012
2.01$ -4.13 80.85%
15Y -6.02 04/2005
03/2020
0.39$ -4.66 0.48$ -3.07 0.62$ -0.69 0.90$ 0.47 07/2002
06/2017
1.07$ 0.03 95.06%
20Y -1.85 03/2004
02/2024
0.68$ -1.26 0.77$ 0.05 1.00$ 1.02 1.22$ 2.02 08/2002
07/2022
1.49$ -1.85 47.62%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the PIMCO Commodity Real Ret Strat Instl (PCRIX) Fund: Rolling Returns page.

Seasonality

In which months is it better to invest in PIMCO Commodity Real Ret Strat Instl (PCRIX) Fund?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.85
75%
0.24
40%
-2.00
60%
2.83
80%
0.20
60%
-0.17
80%
4.50
80%
0.37
20%
-2.32
40%
1.93
80%
-0.68
40%
2.55
60%
Best 7.6
2022
6.9
2022
8.2
2022
9.2
2021
6.5
2020
3.7
2020
7.0
2020
8.3
2020
4.5
2021
3.5
2022
4.7
2020
6.5
2020
Worst -7.5
2020
-5.3
2020
-18.2
2020
-0.8
2023
-6.9
2023
-12.7
2022
-0.7
2019
-2.9
2019
-12.1
2022
-0.1
2023
-7.3
2021
-2.6
2022
Monthly Seasonality over the period Aug 2002 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.00
67%
0.17
50%
-1.26
50%
3.30
80%
-0.48
40%
0.32
70%
0.19
50%
-0.42
20%
-1.79
40%
0.74
56%
-1.71
30%
-0.18
50%
Best 7.6
2022
6.9
2022
8.2
2022
9.2
2021
6.5
2020
5.2
2016
7.0
2020
8.3
2020
4.5
2021
3.5
2022
4.7
2020
6.5
2020
Worst -7.5
2020
-5.3
2020
-18.2
2020
-1.6
2017
-6.9
2023
-12.7
2022
-10.7
2015
-2.9
2019
-12.1
2022
-3.4
2018
-7.5
2015
-9.7
2014
Monthly Seasonality over the period Aug 2002 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.50
71%
1.90
64%
-0.69
53%
1.94
71%
-0.03
43%
-0.32
52%
1.28
68%
0.46
45%
-0.62
55%
-0.03
57%
-0.93
41%
0.74
55%
Best 8.3
2008
14.1
2008
8.5
2009
9.2
2021
15.8
2009
9.6
2008
7.5
2010
9.6
2005
9.9
2007
8.4
2011
6.4
2006
9.7
2010
Worst -7.5
2020
-6.6
2006
-18.2
2020
-6.2
2004
-8.3
2012
-12.7
2022
-12.6
2008
-6.9
2008
-17.2
2008
-29.1
2008
-10.4
2008
-9.7
2014
Monthly Seasonality over the period Aug 2002 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the PIMCO Commodity Real Ret Strat Instl (PCRIX) Fund over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

PIMCO COMMODITY REAL RET STRAT INSTL (PCRIX) FUND
Monthly Returns Distribution
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 July 2002 - 29 February 2024 (~22 years)
133 Positive Months (55%) - 107 Negative Months (45%)
148 Positive Months (57%) - 112 Negative Months (43%)
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