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RITC Commodities Fund Fund

9.07 -0.02 -0.22%
07/18/2024 12:00 AM NAV

NAV

9.07
Nav
07/16/2024
Last Update

Ratings

n/a
Morningstar Rating
n/a
Sustainability Rating

Key Data

Russell Investments Group, LLC
Issuer
Bloomberg Commodity
Benchmark
112.22 M
Net Asset
USD
Currency
0.00 %
TER
11/30/2010
Inception
Yes
Distributing
Commodities Broad Basket
Type
United States
Applied In
US7826987320
ISIN
Symbol

Asset Allocation Top Instruments

Asset Allocation Top Countries

Asset Allocation Top Holdings

Performance

Name %
Performance Current Year 5.33
Performance since Inception -9.10
High 1 Year 9.60
Maximum Loss 1 Year -5.16
Name %
Alpha 1 Year 2.20
Alpha 10 Years 1.06
Alpha 3 Years 2.03
Alpha 5 Years 1.28
Average Gain 1 Year 2.90
Average Gain 10 Years 3.21
Average Gain 3 Years 3.50
Average Gain 5 Years 3.68
Average Loss 1 Year -1.00
Average Loss 10 Years -3.01
Average Loss 3 Years -2.70
Average Loss 5 Years -3.22
Batting Average 1 Year 66.67
Batting Average 10 Years 62.50
Batting Average 3 Years 61.11
Batting Average 5 Years 60.00
Beta 1 Year 0.93
Beta 10 Years 1.01
Beta 3 Years 0.96
Beta 5 Years 0.99
Capture Ratio Down 1 Year 71.04
Capture Ratio Down 10 Years 97.98
Capture Ratio Down 3 Years 89.31
Capture Ratio Down 5 Years 93.03
Capture Ratio Up 1 Year 96.99
Capture Ratio Up 10 Years 103.32
Capture Ratio Up 3 Years 100.13
Capture Ratio Up 5 Years 99.90
Correlation 1 Year 98.43
Correlation 10 Years 99.32
Correlation 3 Years 99.05
Correlation 5 Years 99.18
High 1 Year 9.60
Information Ratio 1 Year 1.46
Information Ratio 10 Years 0.59
Information Ratio 3 Years 0.96
Information Ratio 5 Years 0.67
Low 1 Year 8.45
Maximum Loss 1 Year -5.16
Maximum Loss 10 Years -50.16
Maximum Loss 3 Years -19.79
Maximum Loss 5 Years -24.36
Performance Current Year 5.33
Performance since Inception -9.10
R-Squared (R²) 1 Year 96.88
R-Squared (R²) 10 Years 98.64
R-Squared (R²) 3 Years 98.11
R-Squared (R²) 5 Years 98.36
Sortino Ratio 1 Year 1.75
Sortino Ratio 10 Years -0.05
Sortino Ratio 3 Years 0.62
Sortino Ratio 5 Years 0.72
Tracking Error 1 Year 1.71
Tracking Error 10 Years 1.69
Tracking Error 3 Years 2.12
Tracking Error 5 Years 2.04
Trailing Performance 1 Month -1.30
Trailing Performance 1 Week -0.87
Trailing Performance 1 Year 3.53
Trailing Performance 10 Years -4.01
Trailing Performance 2 Years 1.79
Trailing Performance 3 Months -1.41
Trailing Performance 3 Years 23.51
Trailing Performance 4 Years 75.14
Trailing Performance 5 Years 49.51
Trailing Performance 6 Months 6.69
Trailing Return 1 Month -1.18
Trailing Return 1 Year 7.49
Trailing Return 10 Years -0.30
Trailing Return 2 Months 0.33
Trailing Return 2 Years 0.11
Trailing Return 3 Months 2.45
Trailing Return 3 Years 7.68
Trailing Return 4 Years 16.20
Trailing Return 5 Years 8.61
Trailing Return 6 Months 6.49
Trailing Return 6 Years 5.91
Trailing Return 7 Years 6.51
Trailing Return 8 Years 4.83
Trailing Return 9 Months 1.77
Trailing Return 9 Years 2.67
Trailing Return Since Inception -0.62
Trailing Return YTD - Year to Date 6.49
Treynor Ratio 1 Year 7.99
Treynor Ratio 10 Years -1.63
Treynor Ratio 3 Years 5.85
Treynor Ratio 5 Years 7.27

Sustainability Rating

No Rating available
Rating vs. Category
Commodities
Category

Investment Policy

Designed to provide the potential for long-term growth of capital and income. It seeks to outperform the Bloomberg Commodity Total Return Index with above-average consistency over a full market cycle. Invests in commodity index-linked securities, other commodity-linked securities, derivative instruments, cash and fixed income securities that together are intended to provide exposure to the performance of the collateralized commodity futures market. Combines strategies with different payoffs over different phases of an economic and stock market cycle. Multiple advisors, funds and strategies are employed to reduce style or strategy concentration risk.

Terms

Initial minimum savings amount 10,000,000.00
Distribution Distributing

funds category comparison

Name 1y Perf.
Columbia Variable Portfolio – Commodity Strategy Fund Class 1 Shares 2.09
DoubleLine Strategic Commodity Fund Class N 2.21
Legal & General Commodity Strategy Fund Institutional Shares 2.31
Rydex Variable Commodities Strategy Fund 2.31
DoubleLine Strategic Commodity Fund Class I 2.35

Investment Trust

Name Russell Investments Group, LLC
Address 1301 2nd Avenue
Zip Code 98101
City Seattle
Country United States
Phone 8007877354
Fax
E-mail
Website http://russellinvestments.com