CCRSX Performance — Commodity Return Strategy Portfolio, Class 1
Data updated: 2026-08-27
CCRSX returned +14.48% year to date and +24.98% over one year to Jun 2026. Annualised returns are +11.34% over 3 years and +9.02% over 5 years. The fund trailed its Commodities category average: $100 invested three years ago grew to $138, against $165 for the category, and to $125 over one year, against $130. Volatility over the past three years was 13.04% a year. In the 12 months to Jun 2026 the fund took in a net $19.9M, and assets reached $728.86M.
CCRSX Growth of $100
What $100 invested in Commodity Return Strategy Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | CCRSX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $125 | $130 |
| 3 years (Jul 2023 – Jun 2026) | $138 | $165 |
| 5 years (Jul 2021 – Jun 2026) | $154 | $171 |
| Since data start (Jul 2019 – Jun 2026) | $188 | $213 |
CCRSX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +14.48% |
| 1 year | +24.98% |
| 3 years (annualised) | +11.34% |
| 5 years (annualised) | +9.02% |
CCRSX Annual Returns
Calendar-year total returns of Commodity Return Strategy Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +14.48% |
| 2025 | +15.38% |
| 2024 | +4.82% |
| 2023 | −9.09% |
| 2022 | +16.03% |
| 2021 | +27.90% |
| 2020 | −1.47% |
| 2019 (Jul–Dec) | +2.07% |
CCRSX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +10.3% | +0.9% | +10.2% | +5.3% | −2.9% | −8.6% | — | — | — | — | — | — |
| 2025 | +4.2% | +0.9% | +3.9% | −4.9% | −0.6% | +2.4% | −0.6% | +2.0% | +2.0% | +2.7% | +2.8% | −0.1% |
| 2024 | +0.5% | −1.6% | +3.5% | +2.6% | +1.8% | −1.7% | −4.0% | −0.2% | +4.8% | −2.0% | +0.4% | +0.9% |
| 2023 | −0.7% | −4.8% | −0.2% | −0.9% | −5.9% | +3.6% | +6.0% | −0.9% | −1.3% | +0.4% | −1.7% | −2.6% |
| 2022 | +8.5% | +6.0% | +9.0% | +3.8% | +1.6% | −10.5% | +4.5% | 0.0% | −7.8% | +1.5% | +2.9% | −2.4% |
| 2021 | +2.1% | +6.7% | −1.9% | +7.8% | +3.1% | +2.2% | +1.9% | −0.2% | +4.1% | +2.6% | −6.3% | +3.6% |
| 2020 | −7.4% | −5.0% | −11.6% | −1.1% | +4.2% | +2.5% | +5.7% | +6.7% | −2.8% | +1.0% | +3.5% | +4.6% |
| 2019 | — | — | — | — | — | — | −0.8% | −2.5% | +1.1% | +2.0% | −2.8% | +5.3% |
CCRSX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 13.04%
- 3-year Sharpe ratio: 0.52 (vs 4.5% risk-free rate)
- Best month: +10.30% (Jan 2026)
- Worst month: −8.64% (Jun 2026)
CCRSX Fund Flows
Monthly money in and out of Commodity Return Strategy Portfolio, from SEC Form N-PORT.
- 12-month net flow: $19.9M
- 12-month gross sales (incl. reinvestments): $114.3M
- Sales ÷ redemptions: 1.21×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $4.8M | $5.0M | −$138K |
| May 2026 | $1.8M | $17.5M | −$15.7M |
| Apr 2026 | $2.3M | $18.5M | −$16.2M |
| Mar 2026 | $84.2M | $20.2M | $64.0M |
| Feb 2026 | $2.8M | $6.1M | −$3.4M |
| Jan 2026 | $1.7M | $6.9M | −$5.2M |
| Dec 2025 | $1.3M | $5.7M | −$4.4M |
| Nov 2025 | $974K | $5.7M | −$4.7M |
| Oct 2025 | $2.7M | $3.5M | −$849K |
| Sep 2025 | $3.6M | $1.9M | $1.8M |
| Aug 2025 | $3.4M | $885K | $2.5M |
| Jul 2025 | $4.6M | $2.4M | $2.2M |
CCRSX Assets Under Management
Net assets of Commodity Return Strategy Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $728.86M |
| 2026-03-31 | $811.31M |
| 2025-12-31 | $684.87M |
| 2025-09-30 | $657.65M |
| 2025-06-30 | $629.30M |
| 2025-03-31 | $654.98M |
| 2024-12-31 | $617.30M |
| 2024-09-30 | $618.75M |
| 2024-06-30 | $603.07M |
| 2024-03-31 | $574.99M |
| 2023-12-31 | $564.79M |
| 2023-09-30 | $589.19M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.