Snapshot

11.02%
Annualized
10,972.36%
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
10,972.36%
Annualized Return
11.02%
Annualized Sharpe Ratio
0.44
Win Percentage
52.96%
Annualized Alpha
3.10%
YTD Return
2.57%
1 Year Return
21.25%
5 Year Return
11.73%
10 Year Return
8.87%
Metric
Labor & Liquidity Spread 2024.07.28
Annualized Volatility
15.28%
Beta
0.73
Maximum Drawdown
-54.00%
Recovery
943.00
Rebound
587.00
Decline
356.00
Value At Risk
-24.53%
Metric
Labor & Liquidity Spread 2024.07.28
Upside Capture Ratio
75.23%
Downside Capture Ratio
72.67%
Tracking Error
9.38%
Correlation Coefficient
0.85
Average Triggers Per Year
33.37

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.