COMIX Performance — CM Commodity Index Fund, Class I
Data updated: 2026-08-26
COMIX returned +14.83% year to date and +21.13% over one year to Jun 2026. Annualised returns are +10.08% over 3 years and +9.56% over 5 years. The fund trailed its Commodities category average: $100 invested three years ago grew to $133, against $165 for the category, and to $121 over one year, against $130. Volatility over the past three years was 10.26% a year. In the 12 months to Jun 2026 the fund took in a net $49.8M, and assets reached $681.98M.
COMIX Growth of $100
What $100 invested in CM Commodity Index Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | COMIX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $121 | $130 |
| 3 years (Jul 2023 – Jun 2026) | $133 | $165 |
| 5 years (Jul 2021 – Jun 2026) | $158 | $171 |
| Since data start (Jul 2019 – Jun 2026) | $203 | $213 |
COMIX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +14.83% |
| 1 year | +21.13% |
| 3 years (annualised) | +10.08% |
| 5 years (annualised) | +9.56% |
COMIX Annual Returns
Calendar-year total returns of CM Commodity Index Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +14.83% |
| 2025 | +8.30% |
| 2024 | +4.82% |
| 2023 | −2.57% |
| 2022 | +15.88% |
| 2021 | +33.06% |
| 2020 | +1.51% |
| 2019 (Jul–Dec) | +2.05% |
COMIX 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 | +5.5% | +1.7% | +8.3% | +4.8% | −0.5% | −5.4% | — | — | — | — | — | — |
| 2025 | +2.6% | −0.2% | +2.4% | −5.6% | +0.9% | +2.9% | +0.7% | +1.3% | +0.5% | +1.4% | +0.4% | +1.1% |
| 2024 | +1.5% | −1.0% | +4.3% | +2.7% | +0.2% | −1.3% | −3.8% | −0.4% | +3.3% | −1.1% | −0.3% | +0.9% |
| 2023 | +2.3% | −3.7% | 0.0% | −0.9% | −6.0% | +3.6% | +7.2% | −0.6% | +0.2% | −0.9% | −1.1% | −2.3% |
| 2022 | +6.0% | +6.0% | +8.6% | +1.7% | +0.9% | −8.1% | −0.2% | −1.0% | −5.6% | +2.9% | +4.7% | +0.3% |
| 2021 | +2.9% | +8.3% | −1.7% | +8.2% | +3.2% | +1.4% | +1.7% | −0.2% | +1.8% | +3.3% | −4.7% | +5.5% |
| 2020 | −7.0% | −4.8% | −14.9% | −2.2% | +8.1% | +4.5% | +5.1% | +4.6% | −1.9% | −1.7% | +9.6% | +4.9% |
| 2019 | — | — | — | — | — | — | −0.9% | −4.3% | +1.8% | +1.6% | −1.1% | +5.2% |
COMIX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 10.26%
- 3-year Sharpe ratio: 0.54 (vs 4.5% risk-free rate)
- Best month: +8.34% (Mar 2026)
- Worst month: −5.61% (Apr 2025)
COMIX Fund Flows
Monthly money in and out of CM Commodity Index Fund, from SEC Form N-PORT.
- 12-month net flow: $49.8M
- 12-month gross sales (incl. reinvestments): $250.7M
- Sales ÷ redemptions: 1.25×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $21.3M | $15.0M | $6.2M |
| May 2026 | $17.4M | $17.2M | $168K |
| Apr 2026 | $18.9M | $15.7M | $3.3M |
| Mar 2026 | $19.7M | $16.3M | $3.4M |
| Feb 2026 | $13.8M | $11.1M | $2.7M |
| Jan 2026 | $15.2M | $13.8M | $1.5M |
| Dec 2025 | $73.7M | $46.2M | $27.5M |
| Nov 2025 | $13.2M | $8.3M | $4.9M |
| Oct 2025 | $14.2M | $16.2M | −$2.0M |
| Sep 2025 | $15.2M | $22.4M | −$7.2M |
| Aug 2025 | $13.5M | $6.4M | $7.1M |
| Jul 2025 | $14.6M | $12.4M | $2.2M |
COMIX Assets Under Management
Net assets of CM Commodity Index Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $681.98M |
| 2026-03-31 | $681.31M |
| 2025-12-31 | $578.93M |
| 2025-09-30 | $584.14M |
| 2025-06-30 | $567.69M |
| 2025-03-31 | $564.11M |
| 2024-12-31 | $545.52M |
| 2024-09-30 | $551.76M |
| 2024-06-30 | $557.33M |
| 2024-03-31 | $555.05M |
| 2023-12-31 | $496.33M |
| 2023-09-30 | $546.41M |
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.