Snapshot

11.25%
Annualized
12,430.65%
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
Labor & Liquidity Spread 2024.07.28
Cumulative Return
12,430.65%
Annualized Return
11.25%
Annualized Sharpe Ratio
0.46
Win Percentage
53.01%
Annualized Alpha
3.15%
YTD Return
16.08%
1 Year Return
29.83%
5 Year Return
12.70%
10 Year Return
10.34%
Metric
Labor & Liquidity Spread 2024.07.28
Annualized Volatility
15.26%
Beta
0.73
Maximum Drawdown
-54.00%
Recovery
943.00
Rebound
587.00
Decline
356.00
Value At Risk
-24.25%
Metric
Labor & Liquidity Spread 2024.07.28
Upside Capture Ratio
75.39%
Downside Capture Ratio
72.80%
Tracking Error
9.35%
Correlation Coefficient
0.85
Average Triggers Per Year
33.25

Forward Simulation

To run a Labor & Liquidity Spread 2024.07.28 forward simulation, select a time horizon (in terms of years) and the number of simulations you'd like to execute.