Performance analysis of CTS (CTS)
Annual Return
Over the past 3 years, CTS has had an average annual return of +13.39%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, CTS has had an average annual return of +12.14%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, CTS has had an average annual return of +14.41%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Nov 1, 1999, CTS has had an average annual return of +1.41%, underperforming the benchmark SPY, which returned +8.56% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +56.58% | -18.39% | +20.94% | +11.36% | +7.81% | +7.47% | +15.20% | +16.53% | +1.08% | +15.73% | +28.09% | -0.19% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 |
| -9.66% | +89.24% | +17.15% | -15.67% | +16.40% | +77.97% | -43.78% | -36.12% | +43.17% | -15.95% | +16.72% | +50.33% |
| 2002 | 2001 | 2000 | 1999 | ||||||||
| -50.60% | -56.06% | -51.53% | +29.73% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +19.92% | +2.43% | -9.23% | +19.55% | +12.46% | +4.45% | +56.58% | ||||||
| 2025 | -3.10% | -12.59% | -6.87% | -8.35% | +6.85% | +4.80% | -8.03% | +8.43% | -5.91% | +3.93% | +1.97% | +1.37% | -18.39% |
| 2024 | -6.12% | +8.52% | +5.10% | -2.22% | +15.73% | -4.31% | -3.45% | +0.75% | -1.68% | +2.29% | +10.95% | -3.90% | +20.94% |
| 2023 | +12.91% | -2.69% | +14.30% | -20.73% | +16.48% | -6.57% | +4.69% | +0.04% | -6.43% | -10.37% | +3.58% | +12.97% | +11.36% |
| 2022 | -8.63% | +13.07% | -6.74% | +0.08% | +14.99% | -16.17% | +19.46% | +4.04% | -1.48% | -5.12% | +7.54% | -7.15% | +7.81% |
| 2021 | -11.16% | +5.48% | -3.33% | +4.69% | +17.62% | -2.75% | -5.83% | +0.26% | -11.78% | +15.24% | -2.18% | +5.51% | +7.47% |
| 2020 | -2.33% | -11.05% | -4.34% | -6.96% | -7.85% | -5.92% | -0.90% | +5.25% | +5.60% | +25.46% | +10.21% | +12.84% | +15.20% |
| 2019 | +9.58% | +13.21% | -8.44% | +1.98% | -11.65% | +4.37% | +14.30% | -9.48% | +13.55% | -17.54% | +2.62% | +9.74% | +16.53% |
| 2018 | +6.79% | -6.54% | +5.98% | +10.11% | +8.51% | +10.90% | -3.05% | +5.87% | -7.06% | -22.18% | +8.68% | -10.61% | +1.08% |
| 2017 | -4.02% | +1.85% | -2.56% | +3.77% | -4.74% | +2.80% | +1.85% | +2.28% | +7.29% | +12.86% | +0.18% | -5.37% | +15.73% |
Drawdown analysis of CTS (CTS)
The maximum drawdown for the CTS was -97.23%, occurring on Mar 9, 2009. This drawdown has not yet recovered.
The current CTS drawdown is -1.45%.
Since Nov 1, 1999 CTS has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 1 time
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -97.23% | Dec 7, 1999 | 2325 | Mar 9, 2009 | Ongoing | Ongoing | Ongoing |
| -4.50% | Nov 18, 1999 | 4 | Nov 24, 1999 | 2 | Nov 29, 1999 | 6 |
| -1.84% | Nov 1, 1999 | 1 | Nov 2, 1999 | 1 | Nov 3, 1999 | 2 |
| -1.80% | Nov 15, 1999 | 1 | Nov 16, 1999 | 1 | Nov 17, 1999 | 2 |
| -1.26% | Nov 11, 1999 | 1 | Nov 12, 1999 | 1 | Nov 15, 1999 | 2 |
| -0.24% | Nov 30, 1999 | 1 | Dec 1, 1999 | 1 | Dec 2, 1999 | 2 |