Snapshot

10.85%
Annualized
2,937.99%
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
Manufacturing Orders 2024.06.03
Cumulative Return
2,937.99%
Annualized Return
10.85%
Annualized Sharpe Ratio
0.54
Win Percentage
52.74%
Annualized Alpha
4.68%
YTD Return
14.86%
1 Year Return
20.13%
5 Year Return
11.72%
10 Year Return
11.23%
Metric
Manufacturing Orders 2024.06.03
Annualized Volatility
12.26%
Beta
0.45
Maximum Drawdown
-22.43%
Recovery
493.00
Rebound
297.00
Decline
196.00
Value At Risk
-17.68%
Metric
Manufacturing Orders 2024.06.03
Upside Capture Ratio
63.29%
Downside Capture Ratio
59.63%
Tracking Error
13.65%
Correlation Coefficient
0.67
Average Triggers Per Year
9.35

Forward Simulation

To run a Manufacturing Orders 2024.06.03 forward simulation, select a time horizon (in terms of years) and the number of simulations you'd like to execute.