Snapshot

12.70%
Annualized
15,811.09%
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
15,811.09%
Annualized Return
12.70%
Annualized Sharpe Ratio
0.62
Win Percentage
53.48%
Annualized Alpha
5.64%
YTD Return
-4.95%
1 Year Return
12.42%
5 Year Return
11.09%
10 Year Return
8.79%
Metric
Inflation Adjusted Cap Ex
Annualized Volatility
13.69%
Beta
0.58
Maximum Drawdown
-33.92%
Recovery
374.00
Rebound
350.00
Decline
24.00
Value At Risk
-19.14%
Metric
Inflation Adjusted Cap Ex
Upside Capture Ratio
79.42%
Downside Capture Ratio
76.56%
Tracking Error
11.50%
Correlation Coefficient
0.77
Average Triggers Per Year
2.05

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.