Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CTA-PA (E. I. du Pont de Nemours and Company) | 1.47% | 5.55% | 0.93% | -5.29% | -0.11% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 06/19/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CTA-PA (E. I. du Pont de Nemours and Company) | 06/19/2012 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.80 | 5.55 | 0.93 | -5.29 | -0.11 | NA | NA | … | … | 1.47 | 4.05 | 5.19 | -4.94 | -30.90 | 10.82 | 5.87 | 19.76 | -14.04 | 9.87 | 16.87 | -0.10 | 16.79 | -12.19 | 1.76 |
| Sharpe Ratio | NA | 0.29 | -0.07 | -0.34 | -0.07 | NA | NA | … | … | 0.47 | 0.07 | 0.07 | -0.41 | -1.23 | 0.66 | 0.21 | 1.14 | -0.93 | 0.66 | 1.00 | -0.01 | 0.85 | -0.71 | 0.26 |
| Standard Deviation(%) | NA | 12.62 | 18.61 | 20.66 | 19.62 | NA | NA | … | … | 12.48 | 15.63 | 22.99 | 20.99 | 26.46 | 16.30 | 26.61 | 16.00 | 16.56 | 14.00 | 16.74 | 22.72 | 19.72 | 17.10 | 12.74 |
| Draw Down(%) | NA | 6.62 | 15.48 | 40.29 | 40.29 | NA | NA | … | … | 3.61 | 9.42 | 15.48 | 19.90 | 33.80 | 5.47 | 17.56 | 4.14 | 15.61 | 6.47 | 8.84 | 11.71 | 10.02 | 22.29 | 8.60 |
| Yield(%) | 0.00 | 6.53 | 5.63 | 3.80 | 4.05 | 3.79 | 2.84 | … | … | 3.23 | 6.33 | 6.28 | 5.62 | 3.71 | 3.98 | 4.26 | 4.54 | 3.80 | 3.99 | 4.51 | 4.39 | 4.74 | 4.04 | 2.02 |
Data as of 06/04/2026, Common starting date is 06/19/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTA-PA (E. I. du Pont de Nemours and Company) |
-12.61%
Jun 2021 – Jun 2024 |
-4.73%
Mar 2021 – Mar 2026 |
-0.11%
May 2015 – May 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTA-PA (E. I. du Pont de Nemours and Company) |
12.82%
Sep 2013 – Sep 2016 |
7.06%
Sep 2013 – Sep 2018 |
2.59%
Aug 2014 – Aug 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart