Snapshot

12.89%
Annualized
14,738.88%
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
14,738.88%
Annualized Return
12.89%
Annualized Sharpe Ratio
0.61
Win Percentage
53.43%
Annualized Alpha
5.71%
YTD Return
-0.64%
1 Year Return
24.72%
5 Year Return
7.30%
10 Year Return
8.30%
Metric
Inflation Adjusted Cap Ex
Annualized Volatility
13.56%
Beta
0.57
Maximum Drawdown
-33.92%
Recovery
374.00
Rebound
350.00
Decline
24.00
Value At Risk
-18.64%
Metric
Inflation Adjusted Cap Ex
Upside Capture Ratio
79.00%
Downside Capture Ratio
76.10%
Tracking Error
11.65%
Correlation Coefficient
0.76
Average Triggers Per Year
2.01

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.