Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 02/28/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P S and P Commodity Trend Indicators Strategy | 1.31% | 7.37% | -21.18% | -5.13% | -3.39% | -2.16% | NA | -0.11% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P S and P Commodity Trend Indicators Strategy | 10/01/2007 | 05/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 02/28/2025.
AR inception is since 10/01/2007.
AR inception is since 10/01/2007.
| 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 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.58 | 7.37 | -21.18 | -5.13 | -3.39 | -2.16 | NA | -0.11 | 1.31 | 7.95 | -59.03 | 20.32 | 27.57 | 5.52 | -2.05 | 0.41 | -0.44 | 3.33 | -1.14 | -3.67 | 5.88 | -7.38 | -5.47 | 3.17 | 2.26 | 23.81 | 15.94 |
| Sharpe Ratio | NA | -1.08 | -0.61 | -0.24 | -0.19 | NA | NA | -0.06 | -0.42 | 0.14 | -0.75 | 1.22 | 1.88 | 0.52 | -0.51 | -0.12 | -0.15 | 0.30 | -0.18 | -0.55 | 0.99 | -0.97 | -0.44 | 0.24 | 0.14 | 1.08 | 0.92 |
| Standard Deviation(%) | NA | 9.40 | 49.01 | 39.17 | 28.25 | NA | NA | 22.89 | 9.88 | 9.42 | 83.94 | 15.57 | 14.62 | 10.11 | 6.72 | 7.61 | 7.32 | 10.52 | 6.54 | 6.71 | 5.88 | 7.69 | 12.40 | 13.05 | 15.58 | 21.27 | 16.72 |
| Draw Down(%) | NA | 9.13 | 62.99 | 62.99 | 62.99 | NA | NA | 62.99 | 9.13 | 10.55 | 59.96 | 10.30 | 7.06 | 8.04 | 8.33 | 6.41 | 7.10 | 10.81 | 7.95 | 8.61 | 4.39 | 10.83 | 16.56 | 16.80 | 10.24 | 14.92 | 3.84 |
| Yield(%) | NA | 2.11 | 0.75 | 0.45 | 0.22 | NA | NA | 0.19 | NA | 0.00 | 0.94 | 0.17 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.96 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P S and P Commodity Trend Indicators Strategy |
-24.85%
Apr 2022 - Apr 2025 |
-8.26%
Dec 2018 - Dec 2023 |
-4.38%
Dec 2013 - Dec 2023 |
-3.29%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P S and P Commodity Trend Indicators Strategy |
20.90%
Jan 2020 - Jan 2023 |
11.35%
May 2017 - May 2022 |
5.56%
Oct 2012 - Oct 2022 |
4.91%
Nov 2007 - Nov 2022 |
Annualized Rolling Returns Comparison Chart