Snapshot

13.02%
Annualized
6,567.36%
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
Tightening Lending Standards 2024.07.21
Cumulative Return
6,567.36%
Annualized Return
13.02%
Annualized Sharpe Ratio
0.63
Win Percentage
53.27%
Annualized Alpha
6.11%
YTD Return
12.06%
1 Year Return
15.16%
5 Year Return
7.66%
10 Year Return
11.51%
Metric
Tightening Lending Standards 2024.07.21
Annualized Volatility
12.27%
Beta
0.46
Maximum Drawdown
-20.38%
Recovery
472.00
Rebound
328.00
Decline
144.00
Value At Risk
-15.52%
Metric
Tightening Lending Standards 2024.07.21
Upside Capture Ratio
70.57%
Downside Capture Ratio
66.99%
Tracking Error
13.41%
Correlation Coefficient
0.68
Average Triggers Per Year
4.43

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.