| CAGR | +16.2% | +9.5% | +12.4% | — |
| Sharpe | 0.01 | 0.05 | 0.23 | — |
| Sortino | 0.01 | 0.08 | 0.36 | — |
| Corr to S&P500 | 0.68 | 0.28 | 0.65 | — |
| Capture+ | +0.32 | +0.40 | +0.53 | — |
| Capture- | +0.37 | +0.41 | +0.46 | — |
| Capture ratio | 0.86 | 0.98 | 1.16 | — |
| Beta | 0.02 | 0.24 | 0.39 | — |
| MDD | -34% | -34% | -34% | — |
The fund normally invests in commodity-linked derivative instruments, inflation-indexed securities, U.S. Treasury securities, cash, and cash equivalents and invests up to 25% of assets in a wholly-owned subsidiary organized under the laws of the Cayman Islands that invests in commodity-linked derivative instruments including commodity-linked notes; total return swaps, options, and forward contracts based on the value of commodities or commodities indexes; and commodity futures. It invests in domestic and foreign issuers.