PIMCO Commodity Real Return Strategy Fund (PCRAX) Risk | US News Best Mutual Funds

Home > Best Funds > Best Mutual Funds > Fund Category: Commodities Broad Basket > PIMCO Commodity Real Return Strategy Fund

Risk

Volatility Measurements

Updated 03.31.2012

Standard Deviation	20.03
Mean	1.56
Sharpe Ratio	0.93
Bear Market Decile Rank	45

Modern Portfolio Theory Statistics

Updated 03.31.2012

	Standard Index Morningstar Long-Only Commodity TR	Best Fit Index DJ UBS Commodity TR USD
R-Squared	93.62	97.13
Beta	1.06	1.1
Alpha	1.69	7.42

Top Rated

Other highly-rated funds in this category:

N/A Harbor Commodity Real Return Strategy Fund
HACMX, Commodities Broad Basket
N/A Goldman Sachs Commodity Strategy Fund
GSCAX, Commodities Broad Basket
N/A DWS Enhanced Commodity Strategy Fund
SKNRX, Commodities Broad Basket
N/A Credit Suisse Commodity Return Strategy Fund
CRSAX, Commodities Broad Basket

Low Risk

Commodities Broad Basket funds with the lowest Morningstar Risk Ratings:

N/A DWS Enhanced Commodity Strategy Fund
SKNRX, Commodities Broad Basket
N/A Credit Suisse Commodity Return Strategy Fund
CRSAX, Commodities Broad Basket
N/A Credit Suisse Trust Commodity Return Strategy Portfolio
CCRSX, Commodities Broad Basket
N/A ING Goldman Sachs Commodity Strategy Portfolio
IGCPX, Commodities Broad Basket

20 Funds That Can Weather Downturns

Market volatility is back with a vengeance. During the month of August, for example, the S&P 500 had an trading range of at least 1.5 percent every day, according to Schaeffer's Investment Research. The last time that happened was April 2009.

Read more

Invest Globally but Cautiously

Read more

How to Play Emerging Markets With U.S. Stocks

Read more

More From U.S. News Money

Sections

Quotes delayed at least 15 minutes. Market data provided by Interactive Data and powered by Interactive Data Managed Solutions. Fund data provided by Interactive Data and Morningstar.

Use of this Web site constitutes acceptance of our Terms and Conditions of Use, Best Funds Terms and Conditions of Use, and Privacy Policy. Contact Us. Copyright 2011 © U.S.News & World Report.