Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CME (CME Group Inc.) | -3.99% | -4.33% | 16.09% | 7.64% | 14.57% | 15.84% | 9.24% | … | … |
Data as of 06/04/2026, Common starting date is 12/06/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CME (CME Group Inc.) | 12/06/2002 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7.70 | -4.33 | 16.09 | 7.64 | 14.57 | 15.84 | 9.24 | … | … | -3.99 | 19.83 | 15.41 | 31.32 | -22.89 | 29.47 | -6.34 | 9.67 | 32.15 | 32.35 | 33.93 | 7.65 | 18.33 | 64.01 | 11.39 | -22.65 | -2.72 | 64.30 | -68.83 | 35.37 | 39.48 | 61.83 | 218.53 | 67.49 | 1.77 |
| Sharpe Ratio | NA | -0.17 | 0.96 | 0.33 | 0.56 | NA | NA | … | … | 0.17 | 0.91 | 0.71 | 1.56 | -0.97 | 1.38 | -0.14 | 0.43 | 1.52 | 2.10 | 1.72 | 0.35 | 0.99 | 3.15 | 0.55 | -0.64 | -0.09 | 1.19 | -0.83 | 1.17 | 1.30 | 1.47 | 6.55 | 2.07 | 0.79 |
| Standard Deviation(%) | NA | 19.54 | 18.30 | 19.88 | 23.99 | NA | NA | … | … | 22.82 | 18.74 | 16.58 | 17.87 | 25.05 | 21.27 | 48.32 | 18.84 | 20.28 | 15.18 | 19.57 | 21.94 | 18.57 | 20.30 | 20.96 | 35.33 | 30.70 | 54.16 | 83.50 | 27.74 | 27.93 | 40.45 | 33.20 | 32.19 | 39.02 |
| Draw Down(%) | NA | 14.21 | 14.21 | 31.74 | 37.36 | NA | NA | … | … | 14.21 | 10.13 | 11.65 | 9.49 | 31.74 | 14.69 | 37.36 | 13.20 | 9.37 | 8.87 | 9.50 | 12.06 | 14.94 | 9.20 | 15.88 | 25.56 | 31.44 | 25.17 | 76.69 | 15.69 | 13.60 | 25.51 | 20.44 | 17.07 | 6.79 |
| Yield(%) | 0.00 | 4.03 | 5.62 | 4.30 | 7.75 | 2.57 | 1.44 | … | … | 2.76 | 2.15 | 4.97 | 5.71 | 3.77 | 3.82 | 2.92 | 2.96 | 3.14 | 5.37 | 6.37 | 5.56 | 4.98 | 8.57 | 3.93 | 1.77 | 1.34 | 2.16 | 1.42 | 0.66 | 0.69 | 0.84 | 1.43 | 1.44 | 0.00 |
Data as of 06/04/2026, Common starting date is 12/06/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CME (CME Group Inc.) |
-24.69%
Jan 2006 – Jan 2009 |
-15.56%
Dec 2007 – Dec 2012 |
3.24%
Jun 2006 – Jun 2016 |
5.25%
Dec 2007 – Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CME (CME Group Inc.) |
116.97%
Jan 2003 – Jan 2006 |
72.04%
Jan 2003 – Jan 2008 |
23.65%
Feb 2003 – Feb 2013 |
25.42%
Feb 2003 – Feb 2018 |
Annualized Rolling Returns Comparison Chart