Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CDRTX (CAMPBELL DYNAMIC TREND FUND INSTITUTIONAL SHARES) | NA | -5.51% | -1.74% | -1.73% | NA | NA | NA | … | … |
Data as of 01/15/2021, Common starting date is 01/02/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CDRTX (CAMPBELL DYNAMIC TREND FUND INSTITUTIONAL SHARES) | 01/02/2015 | 01/15/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.51 | -1.74 | -1.73 | NA | NA | NA | … | … | 0.00 | -2.95 | -7.29 | -7.00 | 1.12 | -6.22 | -6.04 |
| Sharpe Ratio | NA | -0.69 | -0.32 | -0.32 | NA | NA | NA | … | … | 0.00 | -0.38 | -1.91 | -3.68 | -3.45 | -4.73 | -2.50 |
| Standard Deviation(%) | NA | 8.29 | 8.44 | 7.81 | NA | NA | NA | … | … | NA | 8.40 | 15.97 | 7.76 | 5.27 | 8.50 | 9.86 |
| Draw Down(%) | NA | 11.30 | 14.54 | 14.54 | NA | NA | NA | … | … | 0.00 | 11.30 | 20.98 | 11.85 | 3.63 | 11.22 | 15.13 |
| Yield(%) | 0.00 | 31.13 | 13.50 | 8.07 | 4.02 | 2.68 | 2.01 | … | … | 0.00 | 31.65 | 12.70 | 1.99 | 2.26 | 0.00 | 1.28 |
Data as of 01/15/2021, Common starting date is 01/02/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CDRTX (CAMPBELL DYNAMIC TREND FUND INSTITUTIONAL SHARES) |
-5.23%
Mar 2015 – Mar 2018 |
-2.61%
Feb 2015 – Feb 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CDRTX (CAMPBELL DYNAMIC TREND FUND INSTITUTIONAL SHARES) |
3.25%
Aug 2016 – Aug 2019 |
-0.92%
Jun 2015 – Jun 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart