PCM Global Macro 3m Total Return CompositeSM
vs iShares S&P GSCI Commodity-Indexed ETF

YEAR 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
PCM Global Macro 3m Total Return CompositeSM (%) -2.051.97-6.18-7.234.6414.21-1.922.51-6.31-5.86-4.173.32
iShares S&P GSCI Commodity-Indexed ETF (%) -8.59-1.83-32.96-33.959.944.49-14.2916.06-24.2739.0324.091.71
+/- 6.543.8026.7826.72-5.309.7212.37-13.5517.96-44.89-28.261.61

PCM Global Macro 3m Total Return CompositeSM
Monthly Performance (%)

YEAR Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2012 - - 0.36 -0.92 -0.51 -1.76 1.49 -1.23 1.22 -1.01 -0.95 1.30 -2.05
2013 0.63 0.60 1.46 1.20 -0.68 -1.62 0.95 -3.99 0.14 1.47 -0.31 2.26 1.97
2014 -3.02 0.82 -1.86 1.17 0.99 0.54 -3.98 0.96 -2.40 0.31 0.70 -0.41 -6.18
2015 0.09 -1.56 -0.91 -1.57 0.40 -1.34 -2.15 -0.27 2.00 -1.02 0.37 -1.45 -7.23
2016 -1.20 1.35 1.15 0.37 -0.28 0.19 -1.22 0.16 0.49 -1.29 2.18 2.74 4.64
2017 0.66 1.84 0.07 1.24 2.75 0.72 2.45 0.15 -0.35 1.00 1.24 1.64 14.21
2018 4.65 -3.29 -0.61 1.00 0.28 0.09 0.04 1.35 -0.94 -3.07 -0.24 -0.96 -1.92
2019 0.93 0.52 -1.83 0.78 -1.31 0.75 0.58 3.39 -2.56 -0.79 1.76 0.41 2.51
2020 -5.08 -0.87 0.99 -5.05 -2.08 1.69 6.95 -1.34 -4.59 -0.63 2.37 1.83 -6.31
2021 -0.64 6.94 -1.03 -1.59 -1.09 -1.88 0.41 -0.69 -2.61 0.32 -3.12 -0.69 -5.86
2022 -2.01 4.46 5.87 2.00 -0.12 -3.76 -5.26 -0.45 5.01 -3.28 -5.07 -0.82 -4.17
2023 4.39 -4.17 0.17 -1.17 -2.33 3.60 1.36 -1.04 2.26 0.52 - - 3.32

CORRELATION

PCM Global Macro 3m Total Return CompositeSM iShares S&P GSCI Commodity-Indexed ETF
0.26

STATISTICAL SUMMARY

Feb-2012 : Oct-2023
STATISTICS PCM Global Macro 3m Total Return CompositeSM iShares S&P GSCI Commodity-Indexed ETF
Total Rate of Return: -8.78% -39.68%
Compounded Annual Growth Rate -0.76% -4.12%
Annual Standard Deviation 6.43% 23.55%
Worst Draw Down -21.44% -76.32%
Best Month: 6.95% 16.17%
Worst Month: -5.26% -29.34%
Sharpe Ratio: -0.15 -0.09
Growth of $100,000 $ 91224 $ 60320