Snapshot

10.87%
Annualized
6,840.71%
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
Unemployment & Inflation Measure
Cumulative Return
6,840.71%
Annualized Return
10.87%
Annualized Sharpe Ratio
0.52
Win Percentage
52.94%
Annualized Alpha
4.19%
YTD Return
24.05%
1 Year Return
30.94%
5 Year Return
13.21%
10 Year Return
10.45%
Metric
Unemployment & Inflation Measure
Annualized Volatility
12.49%
Beta
0.48
Maximum Drawdown
-29.57%
Recovery
957.00
Rebound
215.00
Decline
742.00
Value At Risk
-18.18%
Metric
Unemployment & Inflation Measure
Upside Capture Ratio
70.30%
Downside Capture Ratio
67.08%
Tracking Error
12.88%
Correlation Coefficient
0.70
Average Triggers Per Year
1.92

Forward Simulation

To run a Unemployment & Inflation Measure forward simulation, select a time horizon (in terms of years) and the number of simulations you'd like to execute.