Snapshot

13.00%
Annualized
5,200.80%
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
5,200.80%
Annualized Return
13.00%
Annualized Sharpe Ratio
0.70
Win Percentage
53.26%
Annualized Alpha
6.72%
YTD Return
17.41%
1 Year Return
22.85%
5 Year Return
9.46%
10 Year Return
8.72%
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
-15.58%
Metric
Tightening Lending Standards 2024.07.21
Upside Capture Ratio
69.64%
Downside Capture Ratio
65.88%
Tracking Error
13.53%
Correlation Coefficient
0.67
Average Triggers Per Year
4.56

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.