Snapshot

12.35%
Annualized
925.87%
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
XLK&VGT
Cumulative Return
925.87%
Annualized Return
12.35%
Annualized Sharpe Ratio
0.57
Win Percentage
54.05%
Annualized Alpha
5.44%
YTD Return
15.40%
1 Year Return
20.15%
5 Year Return
11.76%
10 Year Return
13.88%
Metric
XLK&VGT
Annualized Volatility
14.69%
Beta
0.57
Maximum Drawdown
-24.51%
Recovery
441.00
Rebound
113.00
Decline
328.00
Value At Risk
-21.83%
Metric
XLK&VGT
Upside Capture Ratio
74.57%
Downside Capture Ratio
70.68%
Tracking Error
12.77%
Correlation Coefficient
0.75
Average Triggers Per Year
2.45

Forward Simulation

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