Snapshot

12.85%
Annualized
1,154.36%
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
1,154.36%
Annualized Return
12.85%
Annualized Sharpe Ratio
0.52
Win Percentage
53.98%
Annualized Alpha
5.25%
YTD Return
23.01%
1 Year Return
23.63%
5 Year Return
13.99%
10 Year Return
15.47%
Metric
XLK&VGT
Annualized Volatility
14.51%
Beta
0.57
Maximum Drawdown
-24.51%
Recovery
441.00
Rebound
113.00
Decline
328.00
Value At Risk
-20.92%
Metric
XLK&VGT
Upside Capture Ratio
74.14%
Downside Capture Ratio
70.24%
Tracking Error
12.60%
Correlation Coefficient
0.76
Average Triggers Per Year
2.49

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.