Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EBSIX (Campbell Systematic Macro I) | 9.40% | 5.57% | 4.39% | 8.62% | 6.03% | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 03/04/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EBSIX (Campbell Systematic Macro I) | 03/04/2013 | 06/05/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.89 | 5.57 | 4.39 | 8.62 | 6.03 | NA | NA | … | … | 9.40 | -1.13 | 11.63 | -1.83 | 30.92 | 9.05 | 3.46 | 11.71 | -7.01 | 4.10 | -11.36 | -3.54 | 17.60 | 5.00 |
| Sharpe Ratio | NA | 0.36 | 0.13 | 0.63 | 0.40 | NA | NA | … | … | 2.40 | -0.48 | 0.87 | -0.58 | 2.89 | 0.86 | 0.40 | 1.05 | -0.54 | 0.25 | -0.87 | -0.28 | 1.45 | 0.50 |
| Standard Deviation(%) | NA | 8.06 | 8.95 | 9.59 | 10.96 | NA | NA | … | … | 8.67 | 8.42 | 9.22 | 9.60 | 10.24 | 10.45 | 8.00 | 9.79 | 15.57 | 13.78 | 13.28 | 12.61 | 12.12 | 12.12 |
| Draw Down(%) | NA | 5.87 | 10.26 | 10.97 | 20.93 | NA | NA | … | … | 2.50 | 7.43 | 4.88 | 9.87 | 7.29 | 5.59 | 11.28 | 9.25 | 20.93 | 10.43 | 17.99 | 16.58 | 12.00 | 8.73 |
| Yield(%) | 0.00 | 2.96 | 2.54 | 6.17 | 5.24 | 4.21 | 3.16 | … | … | 0.00 | 3.01 | 3.15 | 1.76 | 17.13 | 7.84 | 0.00 | 17.33 | 11.44 | 0.00 | 0.00 | 1.95 | 6.77 | 0.00 |
Data as of 06/05/2026, Common starting date is 03/04/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EBSIX (Campbell Systematic Macro I) |
-7.27%
Mar 2015 – Mar 2018 |
-1.79%
Mar 2015 – Mar 2020 |
3.91%
Feb 2015 – Feb 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EBSIX (Campbell Systematic Macro I) |
16.86%
Sep 2020 – Sep 2023 |
12.07%
Oct 2018 – Oct 2023 |
6.54%
Apr 2014 – Apr 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart