Snapshot

11.12%
Annualized
9,238.67%
Lifetime

Historical Performance

Linear

Chart Period: Click on a point in the chart and drag either to the left or right to zoom in and highlight a specific period within the performance history.

For further details on the Performance Summary, click here.

Please Note: The initial investment value will reset when choosing a new time period to illustrate relative performance.

Performance & Risk Analysis

Metric
Monetary Base Adjusted Fed Funds Rate Measure 2024.07.07
Cumulative Return
9,238.67%
Annualized Return
11.12%
Annualized Sharpe Ratio
0.45
Win Percentage
53.00%
Annualized Alpha
3.17%
YTD Return
30.75%
1 Year Return
36.70%
5 Year Return
13.22%
10 Year Return
11.39%
Metric
Monetary Base Adjusted Fed Funds Rate Measure 2024.07.07
Annualized Volatility
15.04%
Beta
0.70
Maximum Drawdown
-54.02%
Recovery
1670.00
Rebound
1257.00
Decline
413.00
Value At Risk
-23.87%
Metric
Monetary Base Adjusted Fed Funds Rate Measure 2024.07.07
Upside Capture Ratio
72.84%
Downside Capture Ratio
69.86%
Tracking Error
9.79%
Correlation Coefficient
0.84
Average Triggers Per Year
12.97

Forward Simulation

To run a Monetary Base Adjusted Fed Funds Rate Measure 2024.07.07 forward simulation, select a time horizon (in terms of years) and the number of simulations you'd like to execute.