Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| P S and P Commodity Trend Indicators Strategy | NA | 2.04% | -22.49% | -5.49% | -3.34% | -2.16% | NA | … | … |
Data as of 03/31/2025, Common starting date is 10/01/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P S and P Commodity Trend Indicators Strategy | 10/01/2007 | 06/04/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.72 | 2.04 | -22.49 | -5.49 | -3.34 | -2.16 | NA | … | … | -3.18 | 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 | -0.96 | -0.60 | -0.22 | -0.18 | NA | NA | … | … | -0.48 | 0.46 | -0.75 | 1.21 | 1.88 | 0.52 | -0.52 | -0.13 | -0.15 | 0.30 | -0.18 | -0.55 | 0.99 | -0.97 | -0.44 | 0.24 | 0.14 | 1.07 | 0.92 |
| Standard Deviation(%) | NA | 8.84 | 48.98 | 39.17 | 28.25 | NA | NA | … | … | 9.30 | 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 | 9.21 | 62.99 | 62.99 | 62.99 | NA | NA | … | … | 9.21 | 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 | … | … | 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 |
Data as of 03/31/2025, Common starting date is 10/01/2007
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 |
-25.97%
May 2022 – May 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