Snapshot

11.15%
Annualized
8,028.57%
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
8,028.57%
Annualized Return
11.15%
Annualized Sharpe Ratio
0.47
Win Percentage
52.23%
Annualized Alpha
3.81%
YTD Return
13.43%
1 Year Return
16.57%
5 Year Return
9.09%
10 Year Return
10.32%
Metric
Changes in Household Wealth
Annualized Volatility
12.58%
Beta
0.50
Maximum Drawdown
-35.40%
Recovery
925.00
Rebound
551.00
Decline
374.00
Value At Risk
-18.12%
Metric
Changes in Household Wealth
Upside Capture Ratio
65.47%
Downside Capture Ratio
62.75%
Tracking Error
12.59%
Correlation Coefficient
0.72
Average Triggers Per Year
2.93

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.