Performance analysis of EIDP (CTA-P-B)
Annual Return
Over the past 3 years, CTA-P-B has had an average annual return of +1.61%, underperforming the benchmark SPY, which returned +19.27% annual.
Over the past 5 years, CTA-P-B has had an average annual return of -5.01%, underperforming the benchmark SPY, which returned +12.50% annual.
Over the past 10 years, CTA-P-B has had an average annual return of +0.30%, underperforming the benchmark SPY, which returned +14.90% annual.
Since Sep 22, 2014, CTA-P-B has had an average annual return of +2.31%, underperforming the benchmark SPY, which returned +13.58% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +2.23% | +2% | +8.60% | -5.85% | -24.98% | -2.27% | +9.08% | +18.62% | -6.12% | +12.95% | +7.89% | -2.60% |
| 2014 | |||||||||||
| +16.35% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.11% | +0.03% | -1.47% | +4.22% | -2.54% | -0.59% | +0.60% | +2.23% | |||||
| 2025 | -0.09% | +4.90% | -1.06% | -2.10% | -3.04% | +3.01% | +1.46% | +1.55% | +2.41% | -2.74% | -2.77% | +0.80% | +2% |
| 2024 | +4.61% | -1.35% | +3.91% | -3.45% | +2.63% | -1.76% | +0.09% | +9.28% | +8.53% | -3.65% | -6.49% | -2.72% | +8.60% |
| 2023 | +25.80% | -2.64% | -0.44% | +0.31% | -6.42% | -4.22% | -6.36% | -1.41% | -0.15% | -9.63% | +10.57% | -6.76% | -5.85% |
| 2022 | -7.25% | -3.76% | +2.40% | -2.13% | +0.82% | +18.06% | +0.91% | -11.48% | +2.61% | -7.57% | -9.37% | -8.24% | -24.98% |
| 2021 | -4.55% | -5.17% | +2.20% | +4.92% | -1.46% | +3.24% | +3.54% | +1.03% | +0% | -1.04% | -2.30% | -2.13% | -2.27% |
| 2020 | -0.20% | -4.12% | -12.84% | +7.27% | +3.12% | -2.00% | +7.82% | +1.95% | -2.85% | +6.10% | +4.85% | +1.56% | +9.08% |
| 2019 | +5.44% | +2.56% | +1.17% | +1.01% | +3.09% | +0.77% | +7.02% | +0.14% | -0.34% | +2.05% | -8.26% | +3.36% | +18.62% |
| 2018 | -3.56% | -0.37% | -0.39% | +0.11% | +0.39% | +0.96% | +0.13% | +0.73% | -1.23% | +0.63% | -3.90% | +0.35% | -6.12% |
| 2017 | +5.50% | -2.33% | +1.25% | +1.85% | -2.49% | +4.32% | -1.87% | +1.63% | +0.05% | +0.60% | +0.51% | +3.57% | +12.95% |
Drawdown analysis of EIDP (CTA-P-B)
The maximum drawdown for the CTA-P-B was -39.90%, occurring on Oct 26, 2023. This drawdown has not yet recovered.
The current CTA-P-B drawdown is -25.57%.
Since Sep 22, 2014 CTA-P-B has experienced the following drawdowns:
- 30% or more: 2 times
- 20% or more: 3 times
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.90% | Jul 29, 2022 | 313 | Oct 26, 2023 | Ongoing | Ongoing | Ongoing |
| -31.39% | Jan 9, 2020 | 50 | Mar 23, 2020 | 168 | Nov 18, 2020 | 218 |
| -24.23% | Nov 5, 2021 | 132 | May 17, 2022 | 31 | Jul 1, 2022 | 163 |
| -12.64% | Apr 27, 2015 | 109 | Sep 30, 2015 | 125 | Mar 31, 2016 | 234 |
| -12.20% | Nov 18, 2020 | 71 | Mar 4, 2021 | 70 | Jun 14, 2021 | 141 |
| -12.19% | Aug 10, 2016 | 68 | Nov 15, 2016 | 160 | Jul 7, 2017 | 228 |
| -9.26% | Oct 31, 2019 | 21 | Dec 2, 2019 | 26 | Jan 9, 2020 | 47 |
| -8.46% | Jan 10, 2018 | 238 | Dec 20, 2018 | 47 | Mar 1, 2019 | 285 |
| -7.97% | Aug 1, 2019 | 6 | Aug 9, 2019 | 13 | Aug 28, 2019 | 19 |
| -5.83% | Jul 1, 2022 | 16 | Jul 26, 2022 | 3 | Jul 29, 2022 | 19 |
| -5.30% | Jul 2, 2021 | 3 | Jul 8, 2021 | 2 | Jul 12, 2021 | 5 |
| -5.05% | Aug 28, 2019 | 13 | Sep 17, 2019 | 29 | Oct 28, 2019 | 42 |
| -4.59% | Feb 11, 2015 | 23 | Mar 17, 2015 | 16 | Apr 9, 2015 | 39 |
| -4.26% | Jun 14, 2021 | 12 | Jun 30, 2021 | 2 | Jul 2, 2021 | 14 |
| -4.15% | Jul 11, 2017 | 11 | Jul 26, 2017 | 83 | Nov 21, 2017 | 94 |
| -3.95% | May 31, 2019 | 2 | Jun 4, 2019 | 18 | Jun 28, 2019 | 20 |
| -3.84% | Apr 4, 2019 | 7 | Apr 15, 2019 | 7 | Apr 25, 2019 | 14 |
| -3.81% | Jan 7, 2015 | 14 | Jan 28, 2015 | 8 | Feb 9, 2015 | 22 |
| -3.75% | Sep 30, 2014 | 5 | Oct 7, 2014 | 28 | Nov 14, 2014 | 33 |
| -3.66% | Jul 20, 2021 | 2 | Jul 22, 2021 | 75 | Nov 5, 2021 | 77 |
| -3.61% | Nov 20, 2014 | 2 | Nov 24, 2014 | 25 | Dec 31, 2014 | 27 |
| -3.60% | Jul 9, 2019 | 3 | Jul 12, 2019 | 5 | Jul 19, 2019 | 8 |
| -3.53% | Jul 12, 2021 | 2 | Jul 14, 2021 | 3 | Jul 19, 2021 | 5 |
| -3.33% | Mar 5, 2019 | 7 | Mar 14, 2019 | 9 | Mar 27, 2019 | 16 |
| -2.82% | May 3, 2016 | 12 | May 19, 2016 | 32 | Jul 6, 2016 | 44 |