Snapshot

12.15%
Annualized
865.68%
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
865.68%
Annualized Return
12.15%
Annualized Sharpe Ratio
0.54
Win Percentage
54.01%
Annualized Alpha
5.27%
YTD Return
8.63%
1 Year Return
27.36%
5 Year Return
11.09%
10 Year Return
12.87%
Metric
XLK&VGT
Annualized Volatility
14.73%
Beta
0.57
Maximum Drawdown
-24.51%
Recovery
441.00
Rebound
113.00
Decline
328.00
Value At Risk
-22.12%
Metric
XLK&VGT
Upside Capture Ratio
74.32%
Downside Capture Ratio
70.41%
Tracking Error
12.84%
Correlation Coefficient
0.75
Average Triggers Per Year
2.43

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.