Snapshot

13.10%
Annualized
24,553.25%
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
24,553.25%
Annualized Return
13.10%
Annualized Sharpe Ratio
0.59
Win Percentage
54.01%
Annualized Alpha
5.37%
YTD Return
12.74%
1 Year Return
15.86%
5 Year Return
7.96%
10 Year Return
13.10%
Metric
Price Trend Indicator 500
Annualized Volatility
13.22%
Beta
0.56
Maximum Drawdown
-28.50%
Recovery
628.00
Rebound
385.00
Decline
243.00
Value At Risk
-17.66%
Metric
Price Trend Indicator 500
Upside Capture Ratio
83.46%
Downside Capture Ratio
79.70%
Tracking Error
11.75%
Correlation Coefficient
0.75
Average Triggers Per Year
16.69

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.