Snapshot

12.89%
Annualized
16,731.16%
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
Inflation Adjusted Cap Ex
Cumulative Return
16,731.16%
Annualized Return
12.89%
Annualized Sharpe Ratio
0.63
Win Percentage
53.51%
Annualized Alpha
5.73%
YTD Return
0.54%
1 Year Return
11.54%
5 Year Return
12.29%
10 Year Return
10.15%
Metric
Inflation Adjusted Cap Ex
Annualized Volatility
13.68%
Beta
0.58
Maximum Drawdown
-33.92%
Recovery
374.00
Rebound
350.00
Decline
24.00
Value At Risk
-18.94%
Metric
Inflation Adjusted Cap Ex
Upside Capture Ratio
79.38%
Downside Capture Ratio
76.48%
Tracking Error
11.51%
Correlation Coefficient
0.77
Average Triggers Per Year
2.06

Forward Simulation

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