Snapshot

12.95%
Annualized
20,152.29%
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
Price Trend Indicator 500
Cumulative Return
20,152.29%
Annualized Return
12.95%
Annualized Sharpe Ratio
0.66
Win Percentage
54.01%
Annualized Alpha
5.82%
YTD Return
3.06%
1 Year Return
16.65%
5 Year Return
9.40%
10 Year Return
11.24%
Metric
Price Trend Indicator 500
Annualized Volatility
13.25%
Beta
0.55
Maximum Drawdown
-28.50%
Recovery
628.00
Rebound
385.00
Decline
243.00
Value At Risk
-17.87%
Metric
Price Trend Indicator 500
Upside Capture Ratio
83.10%
Downside Capture Ratio
79.25%
Tracking Error
11.89%
Correlation Coefficient
0.75
Average Triggers Per Year
17.08

Forward Simulation

To run a Price Trend Indicator 500 forward simulation, select a time horizon (in terms of years) and the number of simulations you'd like to execute.