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Performance Comparison
Comparison Box

Portfolio Performance Comparison
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
CTA-PB (E. I. du Pont de Nemours and Company) 3.21% 5.92% -8.89% -2.56% 1.68% NA NA 1.65%
Data as of 07/25/2025, AR inception is 06/19/2012
More Performance Analytics Comparison
Name Start Date End Date
CTA-PB (E. I. du Pont de Nemours and Company) 06/19/2012 07/25/2025
Last 1 Week 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Inception YTD 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012
Annualized Return (%) 0.00 5.92 -8.89 -2.56 1.68 NA NA 1.65 3.21 8.59 -5.92 -24.97 -2.31 9.14 18.62 -6.10 12.95 7.90 -2.58 27.65 -12.61 -0.62
Sharpe Ratio NA 0.19 -0.40 -0.16 0.01 NA NA 0.02 0.24 0.36 -0.22 -0.80 -0.11 0.26 0.84 -0.51 0.76 0.43 -0.15 1.60 -0.83 -0.12
Standard Deviation(%) NA 14.31 30.43 27.82 24.66 NA NA 22.98 11.54 13.63 43.39 33.09 21.11 33.50 20.35 14.60 16.26 17.98 18.00 17.31 15.31 10.08
Draw Down(%) NA 14.78 39.94 39.94 39.94 NA NA 39.94 6.17 14.36 31.67 31.52 9.75 31.39 9.25 8.46 6.02 12.20 12.63 4.96 20.30 6.77
Yield(%) 0.00 6.42 4.09 4.37 4.72 3.77 2.82 4.35 4.69 6.42 5.66 4.14 3.89 3.95 4.53 4.11 4.45 4.54 4.36 5.21 4.32 2.13
Data as of 07/25/2025, AR inception is 06/19/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
CTA-PB (E. I. du Pont de Nemours and Company) -11.65%
Dec 2020 - Dec 2023
-5.36%
Jul 2019 - Jul 2024
0.46%
Apr 2015 - Apr 2025
0.00%
NA
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
CTA-PB (E. I. du Pont de Nemours and Company) 11.34%
Oct 2013 - Oct 2016
10.01%
Jul 2014 - Jul 2019
4.86%
Jul 2012 - Jul 2022
0.00%
NA
Annualized Rolling Returns Comparison Chart