Performance Comparison
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) | 3.17% | 5.37% | -9.03% | -2.57% | 1.70% | NA | NA | 1.64% |
Data as of 07/28/2025, 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 | 07/28/2025 |
| 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 (%) | -0.06 | 5.37 | -9.03 | -2.57 | 1.70 | NA | NA | 1.64 | 3.17 | 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 | 6.39 | 4.07 | 4.37 | 4.74 | 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 07/28/2025, 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