Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CBOE (Cboe Global Markets, Inc.) | 16.31% | 33.75% | 29.54% | 22.18% | 18.02% | 19.69% | NA | … | … |
Data as of 06/09/2026, Common starting date is 06/16/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CBOE (Cboe Global Markets, Inc.) | 06/16/2010 | 06/09/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.45 | 33.75 | 29.54 | 22.18 | 18.02 | 19.69 | NA | … | … | 16.31 | 29.96 | 10.74 | 44.37 | -2.16 | 42.23 | -21.16 | 24.16 | -20.60 | 70.47 | 15.52 | 3.76 | 23.82 | 80.77 | 16.15 | 15.04 | -28.09 |
| Sharpe Ratio | NA | 0.93 | 1.11 | 0.83 | 0.63 | NA | NA | … | … | 0.84 | 1.25 | 0.34 | 2.33 | -0.14 | 1.61 | -0.49 | 1.19 | -0.83 | 5.05 | 0.82 | 0.20 | 1.08 | 4.15 | 1.00 | 0.43 | -1.33 |
| Standard Deviation(%) | NA | 27.19 | 23.38 | 23.21 | 25.43 | NA | NA | … | … | 35.67 | 21.71 | 21.03 | 17.65 | 25.54 | 26.28 | 43.75 | 19.13 | 26.51 | 13.90 | 18.62 | 18.95 | 22.09 | 19.46 | 16.18 | 34.60 | 34.01 |
| Draw Down(%) | NA | 24.69 | 24.69 | 24.69 | 43.22 | NA | NA | … | … | 24.69 | 9.05 | 14.48 | 8.16 | 19.27 | 12.89 | 40.52 | 8.64 | 32.74 | 3.57 | 11.58 | 17.11 | 19.93 | 11.11 | 16.91 | 26.21 | 39.39 |
| Yield(%) | 0.00 | 1.31 | 1.83 | 2.02 | 2.84 | 6.00 | 3.50 | … | … | 0.58 | 1.37 | 1.32 | 1.66 | 1.53 | 1.94 | 1.31 | 1.40 | 0.95 | 1.42 | 1.50 | 1.39 | 1.53 | 3.85 | 2.08 | 1.85 | 0.62 |
Data as of 06/09/2026, Common starting date is 06/16/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBOE (Cboe Global Markets, Inc.) |
-10.80%
Jan 2018 – Jan 2021 |
-0.36%
Jan 2018 – Jan 2023 |
12.47%
Jul 2013 – Jul 2023 |
17.59%
Jul 2010 – Jul 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBOE (Cboe Global Markets, Inc.) |
38.74%
Jan 2012 – Jan 2015 |
35.54%
Dec 2012 – Dec 2017 |
19.63%
May 2016 – May 2026 |
20.24%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison Chart