Snapshot

12.66%
Annualized
4,951.71%
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
Tightening Lending Standards 2024.07.21
Cumulative Return
4,951.71%
Annualized Return
12.66%
Annualized Sharpe Ratio
0.68
Win Percentage
53.23%
Annualized Alpha
6.61%
YTD Return
-4.13%
1 Year Return
5.01%
5 Year Return
7.07%
10 Year Return
7.91%
Metric
Tightening Lending Standards 2024.07.21
Annualized Volatility
12.29%
Beta
0.45
Maximum Drawdown
-20.38%
Recovery
472.00
Rebound
328.00
Decline
144.00
Value At Risk
-15.94%
Metric
Tightening Lending Standards 2024.07.21
Upside Capture Ratio
69.67%
Downside Capture Ratio
65.98%
Tracking Error
13.67%
Correlation Coefficient
0.67
Average Triggers Per Year
4.53

Forward Simulation

To run a Tightening Lending Standards 2024.07.21 forward simulation, select a time horizon (in terms of years) and the number of simulations you'd like to execute.