Snapshot

11.00%
Annualized
6,599.92%
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
Changes in Household Wealth
Cumulative Return
6,599.92%
Annualized Return
11.00%
Annualized Sharpe Ratio
0.52
Win Percentage
52.29%
Annualized Alpha
4.22%
YTD Return
1.62%
1 Year Return
9.33%
5 Year Return
11.01%
10 Year Return
7.01%
Metric
Changes in Household Wealth
Annualized Volatility
12.85%
Beta
0.51
Maximum Drawdown
-35.40%
Recovery
925.00
Rebound
551.00
Decline
374.00
Value At Risk
-18.89%
Metric
Changes in Household Wealth
Upside Capture Ratio
65.36%
Downside Capture Ratio
62.49%
Tracking Error
12.54%
Correlation Coefficient
0.73
Average Triggers Per Year
2.95

Forward Simulation

To run a Changes in Household Wealth forward simulation, select a time horizon (in terms of years) and the number of simulations you'd like to execute.